-34.2%
CPRT vs FLUT
-45.9%
+11.8%
-58.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | FLUT | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.5% | -1.0% | +0.5% | -0.3% |
| 7D | -0.4% | -0.7% | +0.3% | -0.3% |
| 30D | +21.2% | +9.3% | +11.9% | +19.2% |
| 3M | +8.3% | -17.5% | +25.8% | +11.7% |
| 6M | -3.4% | -14.6% | +11.2% | -1.1% |
| YTD | -18.7% | -62.3% | +43.6% | -6.4% |
| 1Y | -23.5% | -59.6% | +36.1% | -12.9% |
| 3Y | -34.2% | -45.3% | +11.1% | -27.4% |
| All | -34.2% | -45.9% | +11.8% | -27.4% |
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