-24.4%
CPRT vs FFIV
+140.3%
-164.7%
-57.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | FFIV | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.4% | -0.4% | +0.8% | +0.5% |
| 7D | +2.2% | -1.0% | +3.2% | +2.4% |
| 30D | +16.6% | -5.1% | +21.7% | +17.6% |
| 3M | +9.6% | -4.5% | +14.0% | +9.8% |
| 6M | -11.1% | +36.5% | -47.6% | -19.8% |
| YTD | -13.9% | +53.0% | -66.8% | -24.9% |
| 1Y | -32.5% | +24.2% | -56.7% | -37.7% |
| All | -24.4% | +140.3% | -164.7% | -46.9% |
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