-32.5%
CPRT vs FLR
+31.2%
-63.7%
-45.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | FLR | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.4% | -2.3% | +2.7% | +0.4% |
| 7D | +2.2% | +5.4% | -3.2% | +2.3% |
| 30D | +16.6% | +11.4% | +5.3% | +16.8% |
| 3M | +9.6% | +11.4% | -1.8% | +9.8% |
| 6M | -11.1% | +16.6% | -27.8% | -11.6% |
| YTD | -13.9% | +41.7% | -55.6% | -15.3% |
| 1Y | -32.5% | +35.4% | -67.9% | -32.5% |
| All | -32.5% | +31.2% | -63.7% | -32.5% |
Cumulative growth
Daily Returns
Daily percentage return beside FLR.
Daily Out/Under-Performance
Portfolio return minus FLR return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × FLR 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 1y: compounded portfolio wealth divided by compounded FLR 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…
1y analysis · Full analysis span regression · 6 months rolling