-3.4%
CPRT vs FRMI
-52.5%
+49.1%
-23.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 6mo.
| Period | Portfolio | FRMI | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.5% | +26.7% | -27.2% | +0.6% |
| 7D | -0.4% | +66.2% | -66.6% | +2.1% |
| 30D | +21.2% | -17.4% | +38.6% | +20.9% |
| 3M | +8.3% | -60.5% | +68.8% | +5.6% |
| 6M | -3.4% | -56.5% | +53.1% | -6.2% |
| All | -3.4% | -52.5% | +49.1% | -6.2% |
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 6mo: 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…
6mo analysis · Full analysis span regression · 6 months rolling