-15.9%
CPRT vs FITB
+49.1%
-65.0%
-58.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | FITB | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.6% | +2.5% | -0.9% | +0.8% |
| 7D | +1.6% | -1.1% | +2.7% | +2.0% |
| 30D | +18.8% | +7.3% | +11.4% | +16.3% |
| 3M | +9.4% | -4.0% | +13.4% | +10.6% |
| 6M | -4.4% | +11.9% | -16.3% | -8.2% |
| YTD | -17.1% | +19.0% | -36.1% | -22.3% |
| 1Y | -19.9% | +31.0% | -50.9% | -27.4% |
| 3Y | -30.5% | +143.8% | -174.3% | -49.7% |
| 5Y | -15.9% | +48.9% | -64.8% | -25.5% |
| All | -15.9% | +49.1% | -65.0% | -25.5% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling