+415.3%
CPRT vs FFIV
+224.0%
+191.3%
-57.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | FFIV | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.3% | -0.2% | -3.1% | -3.2% |
| 7D | +0.4% | -1.5% | +1.9% | +1.0% |
| 30D | +9.9% | -2.7% | +12.6% | +10.5% |
| 3M | +5.6% | -1.7% | +7.3% | +4.9% |
| 6M | -13.6% | +36.1% | -49.7% | -25.4% |
| YTD | -16.7% | +52.6% | -69.4% | -31.7% |
| 1Y | -33.1% | +21.5% | -54.6% | -40.2% |
| 3Y | -27.1% | +142.7% | -169.7% | -53.1% |
| 5Y | -9.9% | +92.6% | -102.4% | -36.9% |
| 10Y | +415.3% | +225.5% | +189.8% | +199.0% |
| All | +415.3% | +224.0% | +191.3% | +199.0% |
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