+22,034.1%
CPRT vs FICO
+24,737.1%
-2,703.0%
-72.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | FICO | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.4% | -16.7% | +17.1% | +4.4% |
| 7D | +2.2% | -19.2% | +21.4% | +7.0% |
| 30D | +16.6% | -14.6% | +31.2% | +20.4% |
| 3M | +9.6% | -20.1% | +29.7% | +14.3% |
| 6M | -11.1% | -36.3% | +25.2% | -3.2% |
| YTD | -13.9% | -44.9% | +31.0% | -3.1% |
| 1Y | -32.5% | -38.6% | +6.1% | -26.8% |
| 3Y | -25.0% | +4.0% | -29.0% | -30.3% |
| 5Y | -7.4% | +99.5% | -106.9% | -27.7% |
| 10Y | +422.0% | +604.7% | -182.7% | +208.6% |
| All | +22,034.1% | +24,737.1% | -2,703.0% | +7,856.6% |
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