-17.1%
CPRT vs FIS
-71.2%
+54.1%
-58.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | FIS | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.6% | -2.2% | +0.6% | -1.1% |
| 7D | +6.0% | -25.5% | +31.5% | +12.3% |
| 30D | +20.0% | -15.1% | +35.1% | +22.7% |
| 3M | +10.1% | -32.1% | +42.2% | +19.2% |
| 6M | -4.3% | -36.1% | +31.7% | +5.0% |
| YTD | -18.4% | -55.4% | +37.0% | -2.3% |
| 1Y | -20.1% | -53.9% | +33.8% | -5.2% |
| 3Y | -30.4% | -39.8% | +9.3% | -24.3% |
| All | -17.1% | -71.2% | +54.1% | +8.6% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling