-5.7%
CPRT vs FHN
+86.2%
-91.9%
-57.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | FHN | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.4% | -0.1% | +0.5% | +0.4% |
| 7D | +2.2% | +1.2% | +1.0% | +2.0% |
| 30D | +16.6% | -4.7% | +21.3% | +17.4% |
| 3M | +9.6% | +3.5% | +6.0% | +8.9% |
| 6M | -11.1% | +7.8% | -18.9% | -12.3% |
| YTD | -13.9% | +5.9% | -19.7% | -14.8% |
| 1Y | -32.5% | +12.5% | -45.0% | -34.0% |
| 3Y | -25.0% | +117.2% | -142.2% | -32.5% |
| All | -5.7% | +86.2% | -91.9% | -16.7% |
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