+376.0%
CPRT vs FLUT
-22.9%
+398.9%
-58.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | FLUT | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.4% | +3.6% | -4.0% | -0.9% |
| 7D | -1.4% | +4.5% | -5.9% | -2.0% |
| 30D | +21.5% | +9.2% | +12.3% | +20.0% |
| 3M | +9.4% | -13.7% | +23.1% | +11.3% |
| 6M | -3.3% | -9.0% | +5.7% | -2.4% |
| YTD | -17.8% | -60.2% | +42.4% | -8.9% |
| 1Y | -22.2% | -63.1% | +40.9% | -13.1% |
| 3Y | -34.0% | -42.5% | +8.5% | -30.7% |
| 5Y | -15.4% | -47.6% | +32.1% | -13.3% |
| 10Y | +376.0% | -22.9% | +398.9% | +374.4% |
| All | +376.0% | -22.9% | +398.9% | +374.4% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling