-33.1%
CPRT vs FLUT
-66.0%
+32.9%
-44.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | FLUT | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.3% | +0.6% | -3.9% | -3.4% |
| 7D | +0.4% | +3.8% | -3.4% | -0.2% |
| 30D | +9.9% | +6.3% | +3.6% | +8.7% |
| 3M | +5.6% | -4.0% | +9.7% | +5.7% |
| 6M | -13.6% | -10.3% | -3.3% | -13.6% |
| YTD | -16.7% | -53.2% | +36.4% | -14.4% |
| 1Y | -33.1% | -65.0% | +31.9% | -32.0% |
| All | -33.1% | -66.0% | +32.9% | -32.0% |
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