+412.4%
CPRT vs FHN
+125.8%
+286.6%
-57.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | FHN | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.7% | -0.4% | -1.4% | -1.7% |
| 7D | -0.4% | 0.0% | -0.4% | -0.4% |
| 30D | +8.2% | -2.6% | +10.8% | +8.8% |
| 3M | +2.3% | 0.0% | +2.3% | +2.2% |
| 6M | -14.7% | +9.2% | -24.0% | -16.7% |
| YTD | -18.2% | +4.3% | -22.5% | -19.3% |
| 1Y | -33.4% | +10.8% | -44.1% | -35.4% |
| 3Y | -28.3% | +130.7% | -159.0% | -42.9% |
| 5Y | -9.8% | +87.4% | -97.2% | -29.1% |
| 10Y | +412.4% | +126.9% | +285.5% | +231.2% |
| All | +412.4% | +125.8% | +286.6% | +231.2% |
Cumulative growth
Daily Returns
Daily percentage return beside FHN.
Daily Out/Under-Performance
Portfolio return minus FHN return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × FHN 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 10y: compounded portfolio wealth divided by compounded FHN 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…
10y analysis · Full analysis span regression · 6 months rolling