+1,384.2%
CPRT vs FN
+3,620.5%
-2,236.3%
-57.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | FN | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.4% | +3.1% | -2.7% | 0.0% |
| 7D | +2.2% | -1.7% | +3.9% | +2.4% |
| 30D | +16.6% | -22.0% | +38.6% | +19.9% |
| 3M | +9.6% | -43.0% | +52.6% | +16.5% |
| 6M | -11.1% | -27.7% | +16.6% | -10.3% |
| YTD | -13.9% | -10.5% | -3.4% | -16.8% |
| 1Y | -32.5% | +12.5% | -45.0% | -37.9% |
| 3Y | -25.0% | +153.8% | -178.8% | -43.2% |
| 5Y | -7.4% | +288.0% | -295.4% | -36.5% |
| 10Y | +422.0% | +906.4% | -484.4% | +199.2% |
| All | +1,384.2% | +3,620.5% | -2,236.3% | +592.9% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling