+294.5%
CPRT vs FND
+54.9%
+239.5%
-57.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | FND | Excess | Alpha |
|---|---|---|---|---|
| 1D | -4.0% | -1.5% | -2.5% | -3.6% |
| 7D | -8.4% | -5.1% | -3.3% | -7.2% |
| 30D | +4.6% | -22.5% | +27.1% | +11.5% |
| 3M | -1.9% | -5.0% | +3.1% | -1.3% |
| 6M | -15.3% | -21.5% | +6.2% | -11.2% |
| YTD | -21.5% | -23.0% | +1.6% | -17.7% |
| 1Y | -36.6% | -44.9% | +8.3% | -27.9% |
| 3Y | -31.2% | -50.0% | +18.8% | -23.2% |
| 5Y | -14.1% | -63.3% | +49.2% | -0.7% |
| All | +294.5% | +54.9% | +239.5% | +226.2% |
Cumulative growth
Daily Returns
Daily percentage return beside FND.
Daily Out/Under-Performance
Portfolio return minus FND return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × FND 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 10y: compounded portfolio wealth divided by compounded FND 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…
10y analysis · Full analysis span regression · 6 months rolling