-25.4%
CPRT vs FICO
+4.8%
-30.2%
-57.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | FICO | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.4% | -16.7% | +17.1% | +3.8% |
| 7D | +2.2% | -19.2% | +21.4% | +6.3% |
| 30D | +16.6% | -14.6% | +31.2% | +19.7% |
| 3M | +9.6% | -20.1% | +29.7% | +13.7% |
| 6M | -11.1% | -36.3% | +25.2% | -4.2% |
| YTD | -13.9% | -44.9% | +31.0% | -5.0% |
| 1Y | -32.5% | -38.6% | +6.1% | -27.8% |
| All | -25.4% | +4.8% | -30.2% | -36.9% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling