-29.3%
CPRT vs FN
+80.0%
-109.3%
-58.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | FN | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.4% | -14.2% | +13.8% | -0.4% |
| 7D | +9.9% | -16.0% | +25.9% | +9.9% |
| 30D | +21.1% | -40.1% | +61.2% | +21.7% |
| 3M | +12.3% | -43.9% | +56.2% | +13.1% |
| 6M | -2.0% | -55.6% | +53.6% | -0.8% |
| YTD | -17.0% | -35.7% | +18.6% | -19.0% |
| 1Y | -22.5% | -39.8% | +17.3% | -24.1% |
| All | -29.3% | +80.0% | -109.3% | -43.5% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling