-18.7%
CPRT vs FLR
+112.0%
-130.7%
-58.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | FLR | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.5% | -1.1% | +0.6% | -0.4% |
| 7D | -0.4% | +5.4% | -5.8% | -0.9% |
| 30D | +21.2% | +2.8% | +18.3% | +20.7% |
| 3M | +8.3% | -6.4% | +14.7% | +8.8% |
| 6M | -3.4% | +8.8% | -12.1% | -5.2% |
| YTD | -18.7% | +23.6% | -42.3% | -22.2% |
| 1Y | -23.5% | +13.8% | -37.3% | -26.1% |
| 3Y | -34.2% | +36.5% | -70.6% | -40.9% |
| All | -18.7% | +112.0% | -130.7% | -32.2% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling