-28.8%
CPRT vs FLUT
-42.9%
+14.1%
-57.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | FLUT | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.7% | -1.4% | -0.4% | -1.5% |
| 7D | -0.4% | -2.6% | +2.2% | 0.0% |
| 30D | +8.2% | +5.4% | +2.9% | +7.2% |
| 3M | +2.3% | -10.8% | +13.1% | +3.7% |
| 6M | -14.7% | -9.2% | -5.5% | -14.0% |
| YTD | -18.2% | -53.8% | +35.6% | -9.2% |
| 1Y | -33.4% | -66.0% | +32.6% | -22.7% |
| All | -28.8% | -42.9% | +14.1% | -25.2% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling