-23.5%
CPRT vs FIS
-53.6%
+30.0%
-36.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | FIS | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.5% | +4.2% | -4.7% | -1.3% |
| 7D | -0.4% | +2.8% | -3.2% | -1.0% |
| 30D | +21.2% | -16.7% | +37.9% | +22.2% |
| 3M | +8.3% | -32.3% | +40.6% | +16.9% |
| 6M | -3.4% | -29.1% | +25.7% | +2.2% |
| YTD | -18.7% | -54.1% | +35.4% | -5.4% |
| 1Y | -23.5% | -53.7% | +30.2% | -11.1% |
| All | -23.5% | -53.6% | +30.0% | -11.1% |
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