+3,152.7%
CPRT vs FIS
+374.5%
+2,778.2%
-72.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | FIS | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.4% | -0.9% | +1.3% | +0.7% |
| 7D | +2.2% | +1.1% | +1.1% | +1.8% |
| 30D | +16.6% | -2.2% | +18.9% | +17.2% |
| 3M | +9.6% | +2.1% | +7.4% | +8.4% |
| 6M | -11.1% | -14.7% | +3.5% | -6.9% |
| YTD | -13.9% | -35.7% | +21.8% | -0.9% |
| 1Y | -32.5% | -37.1% | +4.5% | -22.0% |
| 3Y | -25.0% | -20.0% | -5.0% | -21.9% |
| 5Y | -7.4% | -62.1% | +54.7% | +19.9% |
| 10Y | +422.0% | -37.4% | +459.4% | +467.9% |
| All | +3,152.7% | +374.5% | +2,778.2% | +1,597.3% |
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