-38.8%
CPRT vs FLR
+31.4%
-70.2%
-44.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | FLR | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.6% | +1.2% | -3.8% | -2.6% |
| 7D | -11.2% | -3.5% | -7.7% | -11.2% |
| 30D | +3.3% | +4.2% | -0.9% | +3.4% |
| 3M | -3.6% | +8.1% | -11.6% | -3.4% |
| 6M | -15.8% | +21.5% | -37.3% | -16.6% |
| YTD | -23.5% | +36.8% | -60.3% | -24.8% |
| 1Y | -38.8% | +31.2% | -70.0% | -38.9% |
| All | -38.8% | +31.4% | -70.2% | -38.9% |
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