+412.4%
CPRT vs FTV
+78.2%
+334.2%
-57.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | FTV | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.7% | -1.2% | -0.5% | -1.1% |
| 7D | -0.4% | -1.3% | +0.9% | +0.3% |
| 30D | +8.2% | -9.5% | +17.8% | +14.0% |
| 3M | +2.3% | -10.9% | +13.2% | +8.2% |
| 6M | -14.7% | -0.6% | -14.1% | -15.3% |
| YTD | -18.2% | +1.4% | -19.6% | -20.0% |
| 1Y | -33.4% | +17.6% | -51.0% | -40.2% |
| 3Y | -28.3% | -3.3% | -25.1% | -30.0% |
| 5Y | -9.8% | -0.1% | -9.7% | -14.9% |
| 10Y | +412.4% | +82.5% | +329.9% | +245.5% |
| All | +412.4% | +78.2% | +334.2% | +245.5% |
Cumulative growth
Daily Returns
Daily percentage return beside FTV.
Daily Out/Under-Performance
Portfolio return minus FTV return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × FTV 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 FTV 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