+107.9%
CPRT vs FOXA
+90.1%
+17.8%
-57.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | FOXA | Excess | Alpha |
|---|---|---|---|---|
| 1D | -4.0% | +2.1% | -6.1% | -4.6% |
| 7D | -8.4% | -3.7% | -4.7% | -7.4% |
| 30D | +4.6% | +5.4% | -0.8% | +2.8% |
| 3M | -1.9% | -3.7% | +1.8% | -1.7% |
| 6M | -15.3% | +12.6% | -27.9% | -19.4% |
| YTD | -21.5% | -10.0% | -11.5% | -20.0% |
| 1Y | -36.6% | +15.0% | -51.7% | -40.4% |
| 3Y | -31.2% | +115.1% | -146.3% | -48.2% |
| 5Y | -14.1% | +93.0% | -107.2% | -33.9% |
| All | +107.9% | +90.1% | +17.8% | +35.4% |
Cumulative growth
Daily Returns
Daily percentage return beside FOXA.
Daily Out/Under-Performance
Portfolio return minus FOXA return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × FOXA 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 10y: compounded portfolio wealth divided by compounded FOXA 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…
10y analysis · Full analysis span regression · 6 months rolling