-34.2%
CPRT vs FFIV
+95.4%
-129.5%
-58.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | FFIV | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.5% | -2.7% | +2.1% | -0.2% |
| 7D | -0.4% | -0.5% | +0.2% | -0.3% |
| 30D | +21.2% | -32.4% | +53.6% | +26.8% |
| 3M | +8.3% | -25.7% | +34.0% | +11.3% |
| 6M | -3.4% | -13.5% | +10.1% | -5.1% |
| YTD | -18.7% | +21.1% | -39.8% | -27.6% |
| 1Y | -23.5% | +29.4% | -52.9% | -33.2% |
| 3Y | -34.2% | +94.9% | -129.0% | -53.1% |
| All | -34.2% | +95.4% | -129.5% | -53.1% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling