-17.8%
CPRT vs FN
+194.5%
-212.3%
-58.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | FN | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.5% | -4.1% | +3.6% | -0.3% |
| 7D | -1.5% | +20.8% | -22.3% | -2.8% |
| 30D | +21.4% | -17.3% | +38.6% | +22.6% |
| 3M | +10.4% | -38.1% | +48.5% | +13.8% |
| 6M | -4.3% | -44.2% | +39.9% | -1.3% |
| YTD | -18.3% | -22.3% | +4.0% | -21.1% |
| 1Y | -22.5% | -20.9% | -1.6% | -25.8% |
| 3Y | -34.3% | +111.1% | -145.4% | -52.2% |
| 5Y | -17.8% | +191.8% | -209.6% | -50.4% |
| All | -17.8% | +194.5% | -212.3% | -50.4% |
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