+3,183.1%
CPRT vs FTI
+2,165.1%
+1,018.0%
-72.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | FTI | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.4% | -0.3% | +0.7% | +0.5% |
| 7D | +2.2% | +5.3% | -3.1% | +1.2% |
| 30D | +16.6% | +15.3% | +1.3% | +13.5% |
| 3M | +9.6% | +15.8% | -6.2% | +6.2% |
| 6M | -11.1% | +22.6% | -33.7% | -15.0% |
| YTD | -13.9% | +79.5% | -93.4% | -23.5% |
| 1Y | -32.5% | +102.0% | -134.5% | -41.6% |
| 3Y | -25.0% | +315.8% | -340.9% | -44.7% |
| 5Y | -7.4% | +1,129.5% | -1,136.9% | -47.1% |
| 10Y | +422.0% | +320.9% | +101.0% | +225.8% |
| All | +3,183.1% | +2,165.1% | +1,018.0% | +1,030.1% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling