-30.4%
CPRT vs FE
+42.7%
-73.1%
-58.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | FE | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.6% | -1.4% | -0.2% | -1.3% |
| 7D | +6.0% | -1.0% | +7.1% | +6.3% |
| 30D | +20.0% | +4.1% | +15.9% | +19.2% |
| 3M | +10.1% | -1.0% | +11.1% | +10.4% |
| 6M | -4.3% | +4.0% | -8.3% | -4.6% |
| YTD | -18.4% | +6.8% | -25.2% | -19.1% |
| 1Y | -20.1% | +5.3% | -25.4% | -20.6% |
| 3Y | -30.4% | +44.6% | -75.0% | -35.3% |
| All | -30.4% | +42.7% | -73.1% | -35.3% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling