+22,034.1%
CPRT vs FITB
+1,296.7%
+20,737.4%
-72.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | FITB | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.4% | -0.2% | +0.6% | +0.4% |
| 7D | +2.2% | +0.6% | +1.6% | +2.1% |
| 30D | +16.6% | -4.7% | +21.4% | +17.5% |
| 3M | +9.6% | +6.7% | +2.9% | +8.2% |
| 6M | -11.1% | +12.6% | -23.7% | -13.2% |
| YTD | -13.9% | +19.1% | -33.0% | -16.8% |
| 1Y | -32.5% | +22.6% | -55.2% | -35.2% |
| 3Y | -25.0% | +127.1% | -152.2% | -35.9% |
| 5Y | -7.4% | +71.8% | -79.2% | -17.7% |
| 10Y | +422.0% | +287.2% | +134.8% | +292.0% |
| All | +22,034.1% | +1,296.7% | +20,737.4% | +11,667.6% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling