+332.6%
CPRT vs FND
+66.0%
+266.5%
-57.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | FND | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.4% | +1.7% | -1.3% | 0.0% |
| 7D | +2.2% | -5.2% | +7.4% | +3.6% |
| 30D | +16.6% | -19.9% | +36.5% | +23.2% |
| 3M | +9.6% | +2.7% | +6.9% | +8.0% |
| 6M | -11.1% | -21.7% | +10.6% | -6.7% |
| YTD | -13.9% | -17.5% | +3.6% | -11.4% |
| 1Y | -32.5% | -39.3% | +6.8% | -25.2% |
| 3Y | -25.0% | -49.8% | +24.7% | -16.3% |
| 5Y | -7.4% | -60.1% | +52.7% | +4.8% |
| All | +332.6% | +66.0% | +266.5% | +251.4% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling