+7,290.8%
CPRT vs FFIV
+5,965.2%
+1,325.7%
-72.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | FFIV | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.6% | -0.3% | -1.3% | -1.6% |
| 7D | +6.0% | -8.1% | +14.2% | +7.1% |
| 30D | +20.0% | -33.4% | +53.4% | +25.8% |
| 3M | +10.1% | -24.7% | +34.9% | +13.3% |
| 6M | -4.3% | -8.8% | +4.5% | -4.3% |
| YTD | -18.4% | +21.8% | -40.2% | -21.6% |
| 1Y | -20.1% | +25.3% | -45.4% | -23.6% |
| 3Y | -30.4% | +101.2% | -131.6% | -37.8% |
| 5Y | -17.0% | +40.2% | -57.2% | -22.4% |
| 10Y | +403.2% | +129.0% | +274.2% | +340.1% |
| All | +7,290.8% | +5,965.2% | +1,325.7% | +4,269.4% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling