-17.1%
CPRT vs FHN
+56.9%
-74.0%
-58.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | FHN | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.6% | -0.3% | -1.3% | -1.6% |
| 7D | +6.0% | -1.0% | +7.0% | +6.2% |
| 30D | +20.0% | +0.2% | +19.8% | +20.0% |
| 3M | +10.1% | -9.0% | +19.1% | +11.6% |
| 6M | -4.3% | -6.8% | +2.5% | -3.4% |
| YTD | -18.4% | -1.5% | -16.9% | -18.4% |
| 1Y | -20.1% | +10.9% | -31.0% | -21.5% |
| 3Y | -30.4% | +119.4% | -149.8% | -36.8% |
| All | -17.1% | +56.9% | -74.0% | -23.0% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling