-14.1%
CPRT vs FTAI
+847.8%
-861.9%
-57.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | FTAI | Excess | Alpha |
|---|---|---|---|---|
| 1D | -4.0% | -2.8% | -1.2% | -3.7% |
| 7D | -8.4% | -9.7% | +1.3% | -7.4% |
| 30D | +4.6% | -20.0% | +24.6% | +7.0% |
| 3M | -1.9% | -20.1% | +18.1% | -0.3% |
| 6M | -15.3% | -33.3% | +18.0% | -12.7% |
| YTD | -21.5% | -8.0% | -13.5% | -22.8% |
| 1Y | -36.6% | +8.0% | -44.6% | -39.5% |
| 3Y | -31.2% | +413.4% | -444.6% | -58.8% |
| 5Y | -14.1% | +858.6% | -872.7% | -58.8% |
| All | -14.1% | +847.8% | -861.9% | -58.8% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling