+392.8%
CPRT vs FE
+107.4%
+285.4%
-58.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | FE | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.6% | -0.4% | -1.2% | -1.5% |
| 7D | +6.0% | 0.0% | +6.1% | +6.1% |
| 30D | +20.0% | +5.2% | +14.8% | +18.3% |
| 3M | +10.1% | 0.0% | +10.2% | +10.2% |
| 6M | -4.3% | +5.0% | -9.4% | -5.6% |
| YTD | -18.4% | +7.9% | -26.3% | -20.3% |
| 1Y | -20.1% | +6.3% | -26.4% | -21.7% |
| 3Y | -30.4% | +46.0% | -76.4% | -38.7% |
| 5Y | -17.0% | +45.6% | -62.6% | -27.6% |
| All | +392.8% | +107.4% | +285.4% | +313.7% |
Cumulative growth
Daily Returns
Daily percentage return beside FE.
Daily Out/Under-Performance
Portfolio return minus FE return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × FE return. Early observations use the first valid beta; later observations use the trailing beta estimated for each date.
Cumulative Out/Under-Performance
Relative wealth over 10y: compounded portfolio wealth divided by compounded FE wealth, less one. Both series rebase at the selected span's start.
Cumulative Alpha
Compounded beta-adjusted residual returns apply the first valid beta to early observations, then the trailing beta ending on each date.
Updating return analytics…
10y analysis · Full analysis span regression · 6 months rolling