-18.7%
CPRT vs FN
+169.4%
-188.1%
-58.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | FN | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.5% | -7.3% | +6.8% | -0.1% |
| 7D | -0.4% | +0.3% | -0.6% | -0.5% |
| 30D | +21.2% | -16.5% | +37.7% | +22.2% |
| 3M | +8.3% | -42.1% | +50.4% | +12.1% |
| 6M | -3.4% | -52.9% | +49.5% | +1.4% |
| YTD | -18.7% | -28.0% | +9.3% | -21.1% |
| 1Y | -23.5% | -18.5% | -5.0% | -27.7% |
| 3Y | -34.2% | +93.9% | -128.0% | -51.7% |
| All | -18.7% | +169.4% | -188.1% | -51.0% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling