-20.1%
CPRT vs FN
-33.3%
+13.2%
-36.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | FN | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.6% | +11.7% | -13.3% | -0.4% |
| 7D | +6.0% | 0.0% | +6.1% | +6.5% |
| 30D | +20.0% | -34.3% | +54.3% | +16.3% |
| 3M | +10.1% | -39.9% | +50.0% | +6.7% |
| 6M | -4.3% | -51.8% | +47.5% | -7.6% |
| YTD | -18.4% | -28.1% | +9.8% | -19.8% |
| 1Y | -20.1% | -29.1% | +9.0% | -21.1% |
| All | -20.1% | -33.3% | +13.2% | -21.1% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling