-2.5%
CPRT vs FITB
+11.6%
-14.1%
-23.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 6mo.
| Period | Portfolio | FITB | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.6% | +2.5% | -0.9% | +1.2% |
| 7D | +1.6% | -1.1% | +2.7% | +1.7% |
| 30D | +18.8% | +7.3% | +11.4% | +18.5% |
| 3M | +9.4% | -4.0% | +13.4% | +8.5% |
| All | -2.5% | +11.6% | -14.1% | -5.7% |
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 6mo: 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…
6mo analysis · Full analysis span regression · 6 months rolling