-29.0%
CPRT vs FRMI
-78.0%
+49.0%
-40.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | FRMI | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.7% | -3.2% | +1.4% | -1.8% |
| 7D | -0.4% | +15.9% | -16.3% | -0.3% |
| 30D | +8.2% | -6.0% | +14.2% | +8.2% |
| 3M | +2.3% | -1.6% | +3.9% | +2.1% |
| 6M | -14.7% | -30.7% | +16.0% | -14.9% |
| YTD | -18.2% | -30.9% | +12.7% | -18.3% |
| All | -29.0% | -78.0% | +49.0% | -29.9% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling