-27.1%
CPRT vs FTV
-3.2%
-23.8%
-57.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | FTV | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.3% | -0.8% | -2.6% | -3.0% |
| 7D | +0.4% | -0.4% | +0.8% | +0.6% |
| 30D | +9.9% | -8.3% | +18.2% | +13.4% |
| 3M | +5.6% | -7.4% | +13.0% | +8.3% |
| 6M | -13.6% | -1.2% | -12.4% | -13.8% |
| YTD | -16.7% | +2.7% | -19.4% | -18.3% |
| 1Y | -33.1% | +18.4% | -51.6% | -38.2% |
| 3Y | -27.1% | -2.0% | -25.0% | -26.4% |
| All | -27.1% | -3.2% | -23.8% | -26.4% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling