+415.3%
CPRT vs FLUT
-9.2%
+424.5%
-57.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | FLUT | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.3% | +0.6% | -3.9% | -3.4% |
| 7D | +0.4% | +3.8% | -3.4% | -0.1% |
| 30D | +9.9% | +6.3% | +3.6% | +9.0% |
| 3M | +5.6% | -4.0% | +9.7% | +5.9% |
| 6M | -13.6% | -10.3% | -3.3% | -12.9% |
| YTD | -16.7% | -53.2% | +36.4% | -9.5% |
| 1Y | -33.1% | -65.0% | +31.9% | -24.9% |
| 3Y | -27.1% | -43.9% | +16.8% | -23.6% |
| 5Y | -9.9% | -49.2% | +39.4% | -8.1% |
| 10Y | +415.3% | -9.2% | +424.5% | +403.3% |
| All | +415.3% | -9.2% | +424.5% | +403.3% |
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