-30.5%
CPRT vs FITB
+136.2%
-166.7%
-58.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | FITB | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.6% | +2.5% | -0.9% | +0.9% |
| 7D | +1.6% | -1.1% | +2.7% | +1.9% |
| 30D | +18.8% | +7.3% | +11.4% | +16.6% |
| 3M | +9.4% | -4.0% | +13.4% | +10.4% |
| 6M | -4.4% | +11.9% | -16.3% | -7.8% |
| YTD | -17.1% | +19.0% | -36.1% | -21.8% |
| 1Y | -19.9% | +31.0% | -50.9% | -26.6% |
| 3Y | -30.5% | +143.8% | -174.3% | -42.0% |
| All | -30.5% | +136.2% | -166.7% | -42.0% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling