+4,691.0%
CPRT vs FLUT
+1,658.1%
+3,032.9%
-58.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | FLUT | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.6% | -1.5% | -0.1% | -1.5% |
| 7D | +6.0% | -1.1% | +7.1% | +6.1% |
| 30D | +20.0% | +7.7% | +12.3% | +19.4% |
| 3M | +10.1% | -12.2% | +22.3% | +11.1% |
| 6M | -4.3% | -17.6% | +13.3% | -3.2% |
| YTD | -18.4% | -62.0% | +43.6% | -13.5% |
| 1Y | -20.1% | -62.3% | +42.2% | -15.3% |
| 3Y | -30.4% | -52.0% | +21.5% | -27.7% |
| 5Y | -17.0% | -51.8% | +34.8% | -14.9% |
| 10Y | +403.2% | -26.3% | +429.6% | +403.8% |
| All | +4,691.0% | +1,658.1% | +3,032.9% | +3,904.7% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling