+363.9%
CPRT vs FLR
+8.6%
+355.3%
-58.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | FLR | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.5% | -2.2% | +1.6% | -0.3% |
| 7D | -1.5% | +10.1% | -11.6% | -2.6% |
| 30D | +21.3% | -0.5% | +21.8% | +21.2% |
| 3M | +10.4% | -4.8% | +15.2% | +10.7% |
| 6M | -4.3% | +10.7% | -15.0% | -6.4% |
| YTD | -18.3% | +25.0% | -43.2% | -21.7% |
| 1Y | -22.5% | +8.3% | -30.8% | -24.5% |
| 3Y | -34.3% | +36.8% | -71.2% | -39.5% |
| 5Y | -17.8% | +121.8% | -139.5% | -29.7% |
| All | +363.9% | +8.6% | +355.3% | +312.3% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling