+386.7%
CPRT vs FLUT
-26.1%
+412.7%
-58.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | FLUT | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.6% | +0.4% | +1.2% | +1.5% |
| 7D | +1.6% | -6.5% | +8.1% | +2.5% |
| 30D | +18.8% | +2.8% | +16.0% | +18.3% |
| 3M | +9.4% | -13.5% | +22.9% | +11.3% |
| 6M | -4.4% | -19.0% | +14.6% | -2.1% |
| YTD | -17.1% | -61.9% | +44.8% | -7.5% |
| 1Y | -19.9% | -63.2% | +43.3% | -10.4% |
| 3Y | -30.5% | -46.0% | +15.5% | -26.5% |
| 5Y | -15.9% | -51.8% | +35.8% | -13.0% |
| 10Y | +386.7% | -26.1% | +412.7% | +388.3% |
| All | +386.7% | -26.1% | +412.7% | +388.3% |
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