+387.6%
CPRT vs FLR
+18.3%
+369.3%
-57.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | FLR | Excess | Alpha |
|---|---|---|---|---|
| 1D | -4.0% | -2.3% | -1.7% | -3.7% |
| 7D | -8.4% | -6.9% | -1.6% | -7.7% |
| 30D | +4.6% | +1.1% | +3.5% | +4.4% |
| 3M | -1.9% | +14.3% | -16.3% | -4.0% |
| 6M | -15.3% | +19.1% | -34.4% | -18.0% |
| YTD | -21.5% | +35.1% | -56.6% | -25.2% |
| 1Y | -36.6% | +29.5% | -66.1% | -39.5% |
| 3Y | -31.2% | +53.0% | -84.2% | -37.3% |
| 5Y | -14.1% | +238.9% | -253.0% | -30.3% |
| All | +387.6% | +18.3% | +369.3% | +320.8% |
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