-34.2%
CPRT vs FN
+96.4%
-130.5%
-58.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | FN | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.5% | -7.3% | +6.8% | -0.5% |
| 7D | -0.4% | +0.3% | -0.6% | -0.4% |
| 30D | +21.2% | -16.5% | +37.7% | +21.4% |
| 3M | +8.3% | -42.1% | +50.4% | +9.2% |
| 6M | -3.4% | -52.9% | +49.5% | -1.8% |
| YTD | -18.7% | -28.0% | +9.3% | -20.6% |
| 1Y | -23.5% | -18.5% | -5.0% | -26.4% |
| 3Y | -34.2% | +93.9% | -128.0% | -47.3% |
| All | -34.2% | +96.4% | -130.5% | -47.3% |
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