+376.0%
CPRT vs FITB
+226.2%
+149.8%
-58.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | FITB | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.4% | +0.4% | -0.8% | -0.5% |
| 7D | -1.4% | -0.6% | -0.8% | -1.2% |
| 30D | +21.5% | +7.0% | +14.4% | +19.0% |
| 3M | +9.4% | -4.8% | +14.2% | +10.9% |
| 6M | -3.3% | +13.5% | -16.9% | -7.6% |
| YTD | -17.8% | +19.1% | -36.9% | -22.9% |
| 1Y | -22.2% | +30.8% | -52.9% | -29.3% |
| 3Y | -34.0% | +141.6% | -175.6% | -51.6% |
| 5Y | -15.4% | +48.3% | -63.7% | -28.9% |
| 10Y | +376.0% | +215.9% | +160.0% | +180.9% |
| All | +376.0% | +226.2% | +149.8% | +180.9% |
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