+421.5%
CPRT vs FITB
+284.6%
+136.9%
-57.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | FITB | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.3% | -0.7% | -2.7% | -3.1% |
| 7D | +0.4% | +2.8% | -2.4% | -0.5% |
| 30D | +9.9% | -4.5% | +14.4% | +11.4% |
| 3M | +5.6% | +5.7% | 0.0% | +3.5% |
| 6M | -13.6% | +17.1% | -30.7% | -18.3% |
| YTD | -16.7% | +18.3% | -35.1% | -21.7% |
| 1Y | -33.1% | +23.9% | -57.0% | -38.2% |
| 3Y | -27.1% | +131.1% | -158.2% | -45.8% |
| 5Y | -9.9% | +71.1% | -81.0% | -27.6% |
| All | +421.5% | +284.6% | +136.9% | +185.0% |
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