+1.3%
CPRT vs FGI
-68.3%
+69.5%
-58.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | FGI | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.4% | +5.9% | -6.3% | -0.4% |
| 7D | -1.4% | +6.9% | -8.3% | -1.4% |
| 30D | +21.5% | +3.9% | +17.6% | +21.5% |
| 3M | +9.4% | +74.3% | -64.9% | +8.8% |
| 6M | -3.3% | +28.9% | -32.2% | -3.7% |
| YTD | -17.8% | +39.1% | -57.0% | -18.2% |
| 1Y | -22.2% | +49.3% | -71.5% | -22.6% |
| 3Y | -34.0% | +5.7% | -39.7% | -33.7% |
| All | +1.3% | -68.3% | +69.5% | +4.8% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling