+376.0%
CPRT vs FN
+850.1%
-474.1%
-58.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | FN | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.4% | +5.9% | -6.3% | -1.1% |
| 7D | -1.4% | +8.0% | -9.4% | -2.6% |
| 30D | +21.5% | -19.1% | +40.6% | +23.8% |
| 3M | +9.4% | -29.8% | +39.3% | +12.8% |
| 6M | -3.3% | -43.2% | +39.9% | +1.1% |
| YTD | -17.8% | -18.9% | +1.1% | -21.5% |
| 1Y | -22.2% | -17.9% | -4.3% | -26.4% |
| 3Y | -34.0% | +120.1% | -154.1% | -53.4% |
| 5Y | -15.4% | +206.7% | -222.1% | -47.2% |
| 10Y | +376.0% | +804.7% | -428.7% | +132.2% |
| All | +376.0% | +850.1% | -474.1% | +132.2% |
Cumulative growth
Daily Returns
Daily percentage return beside FN.
Daily Out/Under-Performance
Portfolio return minus FN return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × FN 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 10y: compounded portfolio wealth divided by compounded FN 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…
10y analysis · Full analysis span regression · 6 months rolling