-36.6%
CPRT vs FND
-45.8%
+9.2%
-44.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | FND | Excess | Alpha |
|---|---|---|---|---|
| 1D | -4.0% | -1.5% | -2.5% | -3.7% |
| 7D | -8.4% | -5.1% | -3.3% | -7.6% |
| 30D | +4.6% | -22.5% | +27.1% | +8.9% |
| 3M | -1.9% | -5.0% | +3.1% | -1.1% |
| 6M | -15.3% | -21.5% | +6.2% | -13.0% |
| YTD | -21.5% | -23.0% | +1.6% | -19.2% |
| 1Y | -36.6% | -44.9% | +8.3% | -33.1% |
| All | -36.6% | -45.8% | +9.2% | -33.1% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling