-23.5%
CPRT vs FE
+5.8%
-29.3%
-36.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | FE | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.5% | +1.1% | -1.6% | -0.9% |
| 7D | -0.4% | +1.2% | -1.6% | -0.7% |
| 30D | +21.2% | +4.5% | +16.6% | +19.9% |
| 3M | +8.3% | +1.3% | +7.0% | +7.9% |
| 6M | -3.4% | +8.7% | -12.0% | -2.6% |
| YTD | -18.7% | +9.2% | -27.9% | -15.8% |
| 1Y | -23.5% | +7.0% | -30.5% | -21.5% |
| All | -23.5% | +5.8% | -29.3% | -21.5% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling