+21,200.5%
CPRT vs FITB
+1,295.2%
+19,905.3%
-72.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | FITB | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.6% | +2.5% | -0.9% | +1.1% |
| 7D | +1.6% | -1.1% | +2.7% | +1.8% |
| 30D | +18.8% | +7.3% | +11.4% | +17.4% |
| 3M | +9.4% | -4.0% | +13.4% | +10.1% |
| 6M | -4.4% | +11.9% | -16.3% | -6.5% |
| YTD | -17.1% | +19.0% | -36.1% | -19.9% |
| 1Y | -19.9% | +31.0% | -50.9% | -23.9% |
| 3Y | -30.5% | +143.8% | -174.3% | -41.2% |
| 5Y | -15.9% | +48.9% | -64.8% | -23.4% |
| 10Y | +386.7% | +236.6% | +150.1% | +273.0% |
| All | +21,200.5% | +1,295.2% | +19,905.3% | +11,224.8% |
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 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