+21,220.2%
CPRT vs FICO
+18,746.4%
+2,473.7%
-72.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | FICO | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.4% | +0.9% | -1.3% | -0.6% |
| 7D | +9.9% | -0.3% | +10.2% | +9.9% |
| 30D | +21.1% | +1.7% | +19.4% | +19.9% |
| 3M | +12.3% | -35.2% | +47.5% | +21.3% |
| 6M | -2.0% | -33.7% | +31.6% | +4.5% |
| YTD | -17.0% | -58.2% | +41.1% | -2.4% |
| 1Y | -22.5% | -56.6% | +34.0% | -9.8% |
| 3Y | -29.3% | -24.0% | -5.3% | -30.6% |
| 5Y | -15.6% | +86.1% | -101.7% | -34.3% |
| 10Y | +411.6% | +522.8% | -111.2% | +207.5% |
| All | +21,220.2% | +18,746.4% | +2,473.7% | +7,915.9% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling