-27.1%
CPRT vs FLR
+60.4%
-87.4%
-57.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | FLR | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.3% | +0.8% | -4.1% | -3.4% |
| 7D | +0.4% | +0.7% | -0.3% | +0.4% |
| 30D | +9.9% | -0.7% | +10.6% | +9.9% |
| 3M | +5.6% | +14.3% | -8.7% | +4.2% |
| 6M | -13.6% | +25.6% | -39.2% | -16.1% |
| YTD | -16.7% | +42.9% | -59.6% | -20.5% |
| 1Y | -33.1% | +38.7% | -71.9% | -36.1% |
| 3Y | -27.1% | +61.8% | -88.8% | -38.2% |
| All | -27.1% | +60.4% | -87.4% | -38.2% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling