-5.7%
CPRT vs FE
+45.0%
-50.7%
-57.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | FE | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.4% | -0.6% | +1.0% | +0.6% |
| 7D | +2.2% | +1.9% | +0.3% | +1.7% |
| 30D | +16.6% | -1.2% | +17.8% | +17.0% |
| 3M | +9.6% | +3.5% | +6.1% | +8.8% |
| 6M | -11.1% | -6.1% | -5.1% | -9.8% |
| YTD | -13.9% | +7.6% | -21.5% | -15.6% |
| 1Y | -32.5% | +11.9% | -44.4% | -34.6% |
| 3Y | -25.0% | +48.4% | -73.5% | -34.0% |
| All | -5.7% | +45.0% | -50.7% | -19.0% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling