-33.4%
CPRT vs FTAI
+424.1%
-457.5%
-57.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | FTAI | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.6% | +3.3% | -5.9% | -2.8% |
| 7D | -11.2% | -5.2% | -6.0% | -10.9% |
| 30D | +3.3% | -17.9% | +21.2% | +4.4% |
| 3M | -3.6% | -22.7% | +19.2% | -2.5% |
| 6M | -15.8% | -28.0% | +12.3% | -14.8% |
| YTD | -23.5% | -5.0% | -18.5% | -24.4% |
| 1Y | -38.8% | +10.4% | -49.1% | -40.4% |
| 3Y | -33.4% | +425.2% | -458.7% | -54.8% |
| All | -33.4% | +424.1% | -457.5% | -54.8% |
Cumulative growth
Daily Returns
Daily percentage return beside FTAI.
Daily Out/Under-Performance
Portfolio return minus FTAI return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × FTAI 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 FTAI 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