+20,872.3%
CPRT vs FHN
+536.0%
+20,336.3%
-72.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | FHN | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.6% | -0.3% | -1.3% | -1.6% |
| 7D | +6.0% | -1.0% | +7.0% | +6.3% |
| 30D | +20.0% | +0.2% | +19.8% | +20.0% |
| 3M | +10.1% | -9.0% | +19.1% | +12.3% |
| 6M | -4.3% | -6.8% | +2.5% | -3.0% |
| YTD | -18.4% | -1.5% | -16.9% | -18.4% |
| 1Y | -20.1% | +10.9% | -31.0% | -22.1% |
| 3Y | -30.4% | +119.4% | -149.8% | -42.3% |
| 5Y | -17.0% | +57.5% | -74.5% | -29.5% |
| 10Y | +403.2% | +114.1% | +289.1% | +274.1% |
| All | +20,872.3% | +536.0% | +20,336.3% | +12,113.1% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling