-33.1%
CPRT vs FFIV
+23.1%
-56.2%
-44.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | FFIV | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.3% | -0.2% | -3.1% | -3.3% |
| 7D | +0.4% | -1.5% | +1.9% | +0.4% |
| 30D | +9.9% | -2.7% | +12.6% | +9.9% |
| 3M | +5.6% | -1.7% | +7.3% | +5.1% |
| 6M | -13.6% | +36.1% | -49.7% | -19.0% |
| YTD | -16.7% | +52.6% | -69.4% | -22.7% |
| 1Y | -33.1% | +21.5% | -54.6% | -36.1% |
| All | -33.1% | +23.1% | -56.2% | -36.1% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling