-30.4%
CPRT vs FLUT
-52.0%
+21.5%
-58.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | FLUT | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.6% | -1.5% | -0.1% | -1.3% |
| 7D | +6.0% | -1.1% | +7.1% | +6.3% |
| 30D | +20.0% | +7.7% | +12.3% | +18.4% |
| 3M | +10.1% | -12.2% | +22.3% | +12.3% |
| 6M | -4.3% | -17.6% | +13.3% | -1.6% |
| YTD | -18.4% | -62.0% | +43.6% | -6.8% |
| 1Y | -20.1% | -62.3% | +42.2% | -9.0% |
| 3Y | -30.4% | -52.0% | +21.5% | -22.3% |
| All | -30.4% | -52.0% | +21.5% | -22.3% |
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 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