+2,982.0%
CPRT vs FIS
+229.2%
+2,752.8%
-72.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | FIS | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.6% | -2.2% | +0.6% | -0.9% |
| 7D | +6.0% | -25.5% | +31.5% | +14.9% |
| 30D | +20.0% | -15.1% | +35.1% | +24.3% |
| 3M | +10.1% | -32.1% | +42.2% | +22.7% |
| 6M | -4.3% | -36.1% | +31.7% | +8.6% |
| YTD | -18.4% | -55.4% | +37.0% | +4.1% |
| 1Y | -20.1% | -53.9% | +33.8% | +0.7% |
| 3Y | -30.4% | -39.8% | +9.3% | -21.8% |
| 5Y | -17.0% | -71.1% | +54.1% | +15.4% |
| 10Y | +403.2% | -53.8% | +457.1% | +496.1% |
| All | +2,982.0% | +229.2% | +2,752.8% | +1,683.4% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling