-23.9%
CPRT vs FITB
+36.9%
-60.8%
-38.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | FITB | Excess | Alpha |
|---|---|---|---|---|
| 1D | +5.0% | +1.5% | +3.6% | +4.7% |
| 7D | +12.6% | +2.3% | +10.3% | +12.2% |
| 30D | +18.0% | +7.7% | +10.3% | +16.6% |
| 3M | +11.0% | -4.5% | +15.4% | +11.5% |
| 6M | -2.0% | +12.5% | -14.5% | -5.2% |
| YTD | -16.7% | +19.8% | -36.5% | -19.9% |
| 1Y | -23.9% | +34.1% | -58.0% | -27.4% |
| All | -23.9% | +36.9% | -60.8% | -27.4% |
Cumulative growth
Daily Returns
Daily percentage return beside FITB.
Daily Out/Under-Performance
Portfolio return minus FITB return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × FITB 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 FITB 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