-33.7%
CPRT vs FTI
+209.3%
-243.0%
-58.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | FTI | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.5% | +0.9% | -1.4% | -0.5% |
| 7D | +4.0% | -3.3% | +7.3% | +4.2% |
| 30D | +18.2% | -7.2% | +25.4% | +18.8% |
| 3M | +9.2% | -12.9% | +22.0% | +10.4% |
| 6M | -4.8% | -7.9% | +3.0% | -4.6% |
| YTD | -17.5% | +45.2% | -62.7% | -23.1% |
| 1Y | -22.0% | +48.1% | -70.1% | -27.7% |
| 3Y | -33.7% | +205.0% | -238.7% | -45.5% |
| All | -33.7% | +209.3% | -243.0% | -45.5% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling