-38.8%
CPRT vs FOXA
+16.6%
-55.3%
-44.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | FOXA | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.6% | +1.2% | -3.8% | -2.8% |
| 7D | -11.2% | +0.8% | -12.0% | -11.3% |
| 30D | +3.3% | +5.0% | -1.7% | +2.1% |
| 3M | -3.6% | -3.0% | -0.5% | -4.7% |
| 6M | -15.8% | +14.8% | -30.5% | -19.4% |
| YTD | -23.5% | -8.9% | -14.6% | -25.3% |
| 1Y | -38.8% | +13.3% | -52.1% | -41.1% |
| All | -38.8% | +16.6% | -55.3% | -41.1% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling