-30.4%
CPRT vs FGI
+1.5%
-31.9%
-58.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | FGI | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.6% | -0.8% | -0.9% | -1.6% |
| 7D | +6.0% | -7.0% | +13.0% | +6.0% |
| 30D | +20.0% | -4.2% | +24.3% | +20.0% |
| 3M | +10.1% | +55.6% | -45.5% | +10.3% |
| 6M | -4.3% | -3.2% | -1.2% | -4.4% |
| YTD | -18.4% | +29.1% | -47.5% | -17.9% |
| 1Y | -20.1% | +51.0% | -71.1% | -19.4% |
| 3Y | -30.4% | +1.5% | -31.9% | -26.8% |
| All | -30.4% | +1.5% | -31.9% | -26.8% |
Cumulative growth
Daily Returns
Daily percentage return beside FGI.
Daily Out/Under-Performance
Portfolio return minus FGI return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × FGI 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 FGI 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