-17.1%
CPRT vs FFIV
+39.5%
-56.6%
-58.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | FFIV | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.6% | -0.3% | -1.3% | -1.5% |
| 7D | +6.0% | -8.1% | +14.2% | +8.4% |
| 30D | +20.0% | -33.4% | +53.4% | +33.5% |
| 3M | +10.1% | -24.7% | +34.9% | +16.7% |
| 6M | -4.3% | -8.8% | +4.5% | -7.0% |
| YTD | -18.4% | +21.8% | -40.2% | -30.4% |
| 1Y | -20.1% | +25.3% | -45.4% | -32.9% |
| 3Y | -30.4% | +101.2% | -131.6% | -56.9% |
| All | -17.1% | +39.5% | -56.6% | -38.7% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling