+376.0%
CPRT vs FFIV
+130.1%
+245.9%
-58.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | FFIV | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.4% | +0.9% | -1.3% | -0.7% |
| 7D | -1.4% | -2.9% | +1.6% | -0.4% |
| 30D | +21.5% | -32.4% | +53.9% | +37.1% |
| 3M | +9.4% | -22.7% | +32.1% | +16.5% |
| 6M | -3.3% | -10.7% | +7.4% | -4.0% |
| YTD | -17.8% | +25.4% | -43.2% | -29.8% |
| 1Y | -22.2% | +34.2% | -56.4% | -35.5% |
| 3Y | -34.0% | +101.2% | -135.2% | -56.3% |
| 5Y | -15.4% | +42.0% | -57.4% | -35.7% |
| 10Y | +376.0% | +126.7% | +249.3% | +183.1% |
| All | +376.0% | +130.1% | +245.9% | +183.1% |
Cumulative growth
Daily Returns
Daily percentage return beside FFIV.
Daily Out/Under-Performance
Portfolio return minus FFIV return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × FFIV 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 FFIV 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