-22.0%
CPRT vs FICO
-58.1%
+36.1%
-36.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | FICO | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.5% | +1.0% | -1.4% | -0.6% |
| 7D | +4.0% | +0.9% | +3.1% | +3.8% |
| 30D | +18.2% | +9.4% | +8.8% | +16.1% |
| 3M | +9.2% | -30.4% | +39.6% | +15.3% |
| 6M | -4.8% | -35.1% | +30.3% | +1.8% |
| YTD | -17.5% | -56.8% | +39.3% | -5.0% |
| 1Y | -22.0% | -58.4% | +36.4% | -10.1% |
| All | -22.0% | -58.1% | +36.1% | -10.1% |
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 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