-23.9%
CPRT vs FICO
-57.1%
+33.3%
-38.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | FICO | Excess | Alpha |
|---|---|---|---|---|
| 1D | +5.0% | -3.2% | +8.2% | +5.5% |
| 7D | +12.6% | +0.4% | +12.2% | +12.5% |
| 30D | +18.0% | +1.7% | +16.3% | +17.2% |
| 3M | +11.0% | -33.0% | +44.0% | +17.6% |
| 6M | -2.0% | -33.9% | +31.9% | +4.1% |
| YTD | -16.7% | -58.5% | +41.9% | -5.2% |
| 1Y | -23.9% | -56.4% | +32.5% | -13.8% |
| All | -23.9% | -57.1% | +33.3% | -13.8% |
Cumulative growth
Daily Returns
Daily percentage return beside FICO.
Daily Out/Under-Performance
Portfolio return minus FICO return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × FICO 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 1y: compounded portfolio wealth divided by compounded FICO 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…
1y analysis · Full analysis span regression · 6 months rolling