-25.4%
CPRT vs FIS
-19.7%
-5.7%
-57.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | FIS | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.4% | -0.9% | +1.3% | +0.7% |
| 7D | +2.2% | +1.1% | +1.1% | +1.9% |
| 30D | +16.6% | -2.2% | +18.9% | +17.1% |
| 3M | +9.6% | +2.1% | +7.4% | +8.6% |
| 6M | -11.1% | -14.7% | +3.5% | -8.0% |
| YTD | -13.9% | -35.7% | +21.8% | -4.7% |
| 1Y | -32.5% | -37.1% | +4.5% | -25.1% |
| All | -25.4% | -19.7% | -5.7% | -26.9% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling