-5.7%
CPRT vs FN
+289.0%
-294.7%
-57.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | FN | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.4% | +3.1% | -2.7% | +0.1% |
| 7D | +2.2% | -1.7% | +3.9% | +2.4% |
| 30D | +16.6% | -22.0% | +38.6% | +18.8% |
| 3M | +9.6% | -43.0% | +52.6% | +14.6% |
| 6M | -11.1% | -27.7% | +16.6% | -10.9% |
| YTD | -13.9% | -10.5% | -3.4% | -17.2% |
| 1Y | -32.5% | +12.5% | -45.0% | -38.1% |
| 3Y | -25.0% | +153.8% | -178.8% | -46.0% |
| All | -5.7% | +289.0% | -294.7% | -42.6% |
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