-34.2%
CPRT vs FOXA
+136.9%
-171.0%
-58.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | FOXA | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.5% | +4.1% | -4.7% | -1.5% |
| 7D | -0.4% | +2.7% | -3.0% | -1.0% |
| 30D | +21.2% | +10.0% | +11.2% | +18.5% |
| 3M | +8.3% | +5.0% | +3.3% | +7.0% |
| 6M | -3.4% | +3.4% | -6.8% | -5.1% |
| YTD | -18.7% | -5.5% | -13.2% | -19.2% |
| 1Y | -23.5% | +5.5% | -29.1% | -25.6% |
| 3Y | -34.2% | +139.3% | -173.5% | -42.5% |
| All | -34.2% | +136.9% | -171.0% | -42.5% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling