-5.7%
CPRT vs FITB
+71.5%
-77.2%
-57.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | FITB | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.4% | -0.2% | +0.6% | +0.5% |
| 7D | +2.2% | +0.6% | +1.6% | +2.0% |
| 30D | +16.6% | -4.7% | +21.4% | +18.2% |
| 3M | +9.6% | +6.7% | +2.9% | +7.0% |
| 6M | -11.1% | +12.6% | -23.7% | -14.9% |
| YTD | -13.9% | +19.1% | -33.0% | -19.3% |
| 1Y | -32.5% | +22.6% | -55.2% | -37.5% |
| 3Y | -25.0% | +127.1% | -152.2% | -44.5% |
| All | -5.7% | +71.5% | -77.2% | -21.8% |
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