-9.7%
CPRT vs FRSH
-72.0%
+62.4%
-57.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | FRSH | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.3% | -4.9% | +1.6% | -2.4% |
| 7D | +0.4% | -10.1% | +10.5% | +2.4% |
| 30D | +9.9% | +2.2% | +7.7% | +9.3% |
| 3M | +5.6% | +28.6% | -22.9% | +0.5% |
| 6M | -13.6% | +40.2% | -53.8% | -19.6% |
| YTD | -16.7% | -1.2% | -15.5% | -17.8% |
| 1Y | -33.1% | -7.9% | -25.2% | -33.3% |
| 3Y | -27.1% | -44.7% | +17.7% | -22.5% |
| All | -9.7% | -72.0% | +62.4% | -6.5% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling