-31.8%
CPRT vs FRMI
-78.6%
+46.7%
-40.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | FRMI | Excess | Alpha |
|---|---|---|---|---|
| 1D | -4.0% | -2.5% | -1.5% | -4.0% |
| 7D | -8.4% | +10.9% | -19.3% | -8.3% |
| 30D | +4.6% | -24.3% | +28.9% | +4.4% |
| 3M | -1.9% | -21.8% | +19.8% | -2.1% |
| 6M | -15.3% | -33.0% | +17.7% | -15.5% |
| YTD | -21.5% | -32.6% | +11.2% | -21.6% |
| All | -31.8% | -78.6% | +46.7% | -32.7% |
Cumulative growth
Daily Returns
Daily percentage return beside FRMI.
Daily Out/Under-Performance
Portfolio return minus FRMI return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × FRMI 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 FRMI 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