-32.5%
CPRT vs FLUT
-65.9%
+33.4%
-45.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | FLUT | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.4% | -2.2% | +2.6% | +0.8% |
| 7D | +2.2% | -1.6% | +3.9% | +2.5% |
| 30D | +16.6% | +7.7% | +8.9% | +15.2% |
| 3M | +9.6% | -0.7% | +10.3% | +9.4% |
| 6M | -11.1% | -11.2% | 0.0% | -11.1% |
| YTD | -13.9% | -53.4% | +39.6% | -11.8% |
| 1Y | -32.5% | -65.8% | +33.2% | -33.0% |
| All | -32.5% | -65.9% | +33.4% | -33.0% |
Cumulative growth
Daily Returns
Daily percentage return beside FLUT.
Daily Out/Under-Performance
Portfolio return minus FLUT return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × FLUT 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 FLUT 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