+385.2%
CPRT vs FITB
+231.2%
+153.9%
-58.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | FITB | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.5% | -0.3% | -0.1% | -0.4% |
| 7D | +4.0% | +0.5% | +3.5% | +3.8% |
| 30D | +18.2% | +7.0% | +11.2% | +15.8% |
| 3M | +9.2% | -4.4% | +13.5% | +10.5% |
| 6M | -4.8% | +11.6% | -16.4% | -8.5% |
| YTD | -17.5% | +18.6% | -36.1% | -22.5% |
| 1Y | -22.0% | +29.8% | -51.8% | -28.9% |
| 3Y | -33.7% | +140.7% | -174.4% | -51.3% |
| 5Y | -15.0% | +48.6% | -63.6% | -28.5% |
| 10Y | +385.2% | +224.4% | +160.8% | +183.1% |
| All | +385.2% | +231.2% | +153.9% | +183.1% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling