-17.1%
CPRT vs FN
+170.4%
-187.5%
-58.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | FN | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.6% | +11.7% | -13.3% | -2.4% |
| 7D | +6.0% | 0.0% | +6.1% | +5.7% |
| 30D | +20.0% | -34.3% | +54.3% | +23.4% |
| 3M | +10.1% | -39.9% | +50.0% | +13.6% |
| 6M | -4.3% | -51.8% | +47.5% | 0.0% |
| YTD | -18.4% | -28.1% | +9.8% | -20.8% |
| 1Y | -20.1% | -29.1% | +9.0% | -22.7% |
| 3Y | -30.4% | +102.4% | -132.9% | -49.6% |
| All | -17.1% | +170.4% | -187.5% | -49.7% |
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