+21,102.0%
CPRT vs FHN
+550.3%
+20,551.7%
-72.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | FHN | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.5% | +0.1% | -0.6% | -0.5% |
| 7D | +4.0% | +0.9% | +3.1% | +3.8% |
| 30D | +18.2% | +2.1% | +16.1% | +17.8% |
| 3M | +9.2% | -6.0% | +15.1% | +10.5% |
| 6M | -4.8% | -2.9% | -1.9% | -4.4% |
| YTD | -17.5% | +0.7% | -18.2% | -17.9% |
| 1Y | -22.0% | +11.0% | -33.0% | -24.0% |
| 3Y | -33.7% | +130.3% | -164.0% | -45.6% |
| 5Y | -15.0% | +61.3% | -76.3% | -28.1% |
| 10Y | +385.2% | +89.6% | +295.6% | +269.8% |
| All | +21,102.0% | +550.3% | +20,551.7% | +12,188.2% |
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 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