-38.8%
CPRT vs FIGR
-3.1%
-35.6%
-44.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | FIGR | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.6% | -4.6% | +2.0% | -2.5% |
| 7D | -11.2% | -3.0% | -8.1% | -11.1% |
| 30D | +3.3% | +13.7% | -10.3% | +3.1% |
| 3M | -3.6% | +23.9% | -27.4% | -3.8% |
| 6M | -15.8% | -8.4% | -7.3% | -16.0% |
| YTD | -23.5% | -14.6% | -8.9% | -23.0% |
| 1Y | -38.8% | +12.1% | -50.8% | -36.9% |
| All | -38.8% | -3.1% | -35.6% | -36.9% |
Cumulative growth
Daily Returns
Daily percentage return beside FIGR.
Daily Out/Under-Performance
Portfolio return minus FIGR return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × FIGR 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 FIGR 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