+386.7%
CPRT vs FIS
-54.6%
+441.3%
-58.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | FIS | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.6% | -1.4% | +2.9% | +2.0% |
| 7D | +1.6% | -29.4% | +31.0% | +13.0% |
| 30D | +18.8% | -16.7% | +35.5% | +23.9% |
| 3M | +9.4% | -33.0% | +42.4% | +23.6% |
| 6M | -4.4% | -33.3% | +28.9% | +8.1% |
| YTD | -17.1% | -56.0% | +38.9% | +9.2% |
| 1Y | -19.9% | -54.6% | +34.7% | +4.2% |
| 3Y | -30.5% | -40.6% | +10.1% | -21.6% |
| 5Y | -15.9% | -71.9% | +56.0% | +27.3% |
| 10Y | +386.7% | -55.3% | +442.0% | +479.6% |
| All | +386.7% | -54.6% | +441.3% | +479.6% |
Cumulative growth
Daily Returns
Daily percentage return beside FIS.
Daily Out/Under-Performance
Portfolio return minus FIS return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × FIS 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 FIS 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