-23.5%
CPRT vs FOXA
+4.1%
-27.6%
-36.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | FOXA | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.5% | +4.1% | -4.7% | -1.6% |
| 7D | -0.4% | +2.7% | -3.0% | -1.1% |
| 30D | +21.2% | +10.0% | +11.2% | +18.0% |
| 3M | +8.3% | +5.0% | +3.3% | +6.7% |
| 6M | -3.4% | +3.4% | -6.8% | -6.0% |
| YTD | -18.7% | -5.5% | -13.2% | -20.3% |
| 1Y | -23.5% | +5.5% | -29.1% | -30.9% |
| All | -23.5% | +4.1% | -27.6% | -30.9% |
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