+412.4%
CPRT vs FTI
+297.7%
+114.7%
-57.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | FTI | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.7% | -0.4% | -1.3% | -1.7% |
| 7D | -0.4% | -2.3% | +1.9% | -0.1% |
| 30D | +8.2% | +5.0% | +3.2% | +7.5% |
| 3M | +2.3% | +13.8% | -11.5% | +0.1% |
| 6M | -14.7% | +22.9% | -37.6% | -17.7% |
| YTD | -18.2% | +75.0% | -93.2% | -25.2% |
| 1Y | -33.4% | +96.9% | -130.3% | -40.3% |
| 3Y | -28.3% | +276.7% | -305.1% | -42.7% |
| 5Y | -9.8% | +1,157.0% | -1,166.8% | -42.1% |
| 10Y | +412.4% | +310.7% | +101.7% | +256.7% |
| All | +412.4% | +297.7% | +114.7% | +256.7% |
Cumulative growth
Daily Returns
Daily percentage return beside FTI.
Daily Out/Under-Performance
Portfolio return minus FTI return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × FTI 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 10y: compounded portfolio wealth divided by compounded FTI 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…
10y analysis · Full analysis span regression · 6 months rolling