-9.8%
CPRT vs FND
-61.3%
+51.4%
-57.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | FND | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.7% | -0.7% | -1.0% | -1.6% |
| 7D | -0.4% | -0.8% | +0.4% | -0.2% |
| 30D | +8.2% | -19.6% | +27.8% | +14.6% |
| 3M | +2.3% | -4.3% | +6.6% | +2.8% |
| 6M | -14.7% | -20.4% | +5.7% | -10.6% |
| YTD | -18.2% | -21.9% | +3.7% | -14.5% |
| 1Y | -33.4% | -45.2% | +11.8% | -23.3% |
| 3Y | -28.3% | -49.2% | +20.9% | -20.4% |
| 5Y | -9.8% | -61.8% | +52.0% | +4.3% |
| All | -9.8% | -61.3% | +51.4% | +4.3% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling