+385.2%
CPRT vs FICO
+535.6%
-150.4%
-58.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | FICO | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.5% | +1.0% | -1.4% | -0.8% |
| 7D | +4.0% | +0.9% | +3.1% | +3.6% |
| 30D | +18.2% | +9.4% | +8.8% | +13.8% |
| 3M | +9.2% | -30.4% | +39.6% | +18.8% |
| 6M | -4.8% | -35.1% | +30.3% | +4.9% |
| YTD | -17.5% | -56.8% | +39.3% | +3.6% |
| 1Y | -22.0% | -58.4% | +36.4% | -0.9% |
| 3Y | -33.7% | -26.7% | -7.0% | -38.5% |
| 5Y | -15.0% | +88.0% | -103.0% | -50.7% |
| 10Y | +385.2% | +545.7% | -160.6% | +56.1% |
| All | +385.2% | +535.6% | -150.4% | +56.1% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling