-17.8%
CPRT vs FE
+46.0%
-63.8%
-58.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | FE | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.5% | -0.1% | -0.5% | -0.5% |
| 7D | -1.5% | -0.3% | -1.2% | -1.4% |
| 30D | +21.3% | +3.9% | +17.5% | +20.2% |
| 3M | +10.4% | -0.1% | +10.5% | +10.4% |
| 6M | -4.3% | +6.1% | -10.4% | -5.5% |
| YTD | -18.3% | +8.1% | -26.3% | -19.9% |
| 1Y | -22.5% | +4.4% | -26.9% | -23.4% |
| 3Y | -34.3% | +49.0% | -83.4% | -42.0% |
| 5Y | -17.8% | +46.1% | -63.9% | -29.9% |
| All | -17.8% | +46.0% | -63.8% | -29.9% |
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