-33.1%
CPRT vs FIS
-40.6%
+7.5%
-44.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | FIS | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.3% | -5.9% | +2.6% | -1.4% |
| 7D | +0.4% | -3.5% | +3.9% | +1.6% |
| 30D | +9.9% | -7.8% | +17.7% | +12.6% |
| 3M | +5.6% | +0.8% | +4.8% | +5.1% |
| 6M | -13.6% | -21.9% | +8.3% | -7.9% |
| YTD | -16.7% | -39.5% | +22.8% | -6.7% |
| 1Y | -33.1% | -41.0% | +7.9% | -24.8% |
| All | -33.1% | -40.6% | +7.5% | -24.8% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling