+392.8%
CPRT vs FICO
+512.2%
-119.4%
-58.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | FICO | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.6% | -0.4% | -1.2% | -1.5% |
| 7D | +6.0% | -0.9% | +7.0% | +6.3% |
| 30D | +20.0% | +3.3% | +16.7% | +17.7% |
| 3M | +10.1% | -31.7% | +41.9% | +20.6% |
| 6M | -4.3% | -34.0% | +29.7% | +4.6% |
| YTD | -18.4% | -58.3% | +39.9% | +3.7% |
| 1Y | -20.1% | -57.9% | +37.8% | +0.9% |
| 3Y | -30.4% | -24.1% | -6.3% | -36.7% |
| 5Y | -17.0% | +85.3% | -102.3% | -51.7% |
| All | +392.8% | +512.2% | -119.4% | +63.3% |
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