-31.7%
CPRT vs FRSH
-46.5%
+14.8%
-57.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | FRSH | Excess | Alpha |
|---|---|---|---|---|
| 1D | -4.0% | -0.5% | -3.5% | -3.9% |
| 7D | -8.4% | -11.2% | +2.7% | -6.6% |
| 30D | +4.6% | -0.8% | +5.4% | +4.6% |
| 3M | -1.9% | +26.4% | -28.4% | -5.7% |
| 6M | -15.3% | +48.4% | -63.7% | -21.0% |
| YTD | -21.5% | -3.1% | -18.4% | -22.2% |
| 1Y | -36.6% | -8.7% | -27.9% | -36.8% |
| All | -31.7% | -46.5% | +14.8% | -27.0% |
Cumulative growth
Daily Returns
Daily percentage return beside FRSH.
Daily Out/Under-Performance
Portfolio return minus FRSH return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × FRSH 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 FRSH 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