-17.8%
CPRT vs FND
-62.4%
+44.7%
-58.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | FND | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.5% | -4.4% | +3.8% | +0.6% |
| 7D | -1.5% | -5.1% | +3.7% | -0.1% |
| 30D | +21.4% | +9.2% | +12.2% | +18.3% |
| 3M | +10.4% | -17.7% | +28.1% | +15.7% |
| 6M | -4.3% | +2.5% | -6.8% | -6.1% |
| YTD | -18.3% | -19.8% | +1.5% | -15.4% |
| 1Y | -22.5% | -22.7% | +0.2% | -19.2% |
| 3Y | -34.3% | -38.3% | +4.0% | -31.9% |
| 5Y | -17.8% | -63.0% | +45.2% | -0.6% |
| All | -17.8% | -62.4% | +44.7% | -0.6% |
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 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