+392.8%
CPRT vs FFIV
+126.1%
+266.7%
-58.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | FFIV | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.6% | -0.3% | -1.3% | -1.5% |
| 7D | +6.0% | -8.1% | +14.2% | +8.9% |
| 30D | +20.0% | -33.4% | +53.4% | +36.0% |
| 3M | +10.1% | -24.7% | +34.9% | +18.2% |
| 6M | -4.3% | -8.8% | +4.5% | -6.0% |
| YTD | -18.4% | +21.8% | -40.2% | -29.6% |
| 1Y | -20.1% | +25.3% | -45.4% | -32.1% |
| 3Y | -30.4% | +101.2% | -131.6% | -54.0% |
| 5Y | -17.0% | +40.2% | -57.2% | -36.7% |
| All | +392.8% | +126.1% | +266.7% | +189.1% |
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