-27.1%
CPRT vs FND
-49.6%
+22.5%
-57.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | FND | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.3% | -4.6% | +1.3% | -2.5% |
| 7D | +0.4% | +0.4% | 0.0% | +0.4% |
| 30D | +9.9% | -23.6% | +33.5% | +15.2% |
| 3M | +5.6% | +4.3% | +1.3% | +4.5% |
| 6M | -13.6% | -20.3% | +6.7% | -10.8% |
| YTD | -16.7% | -21.3% | +4.6% | -14.2% |
| 1Y | -33.1% | -45.4% | +12.2% | -26.5% |
| 3Y | -27.1% | -48.9% | +21.8% | -20.6% |
| All | -27.1% | -49.6% | +22.5% | -20.6% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling