+415.5%
CPRT vs FTV
+127.6%
+287.9%
-58.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | FTV | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.5% | +0.1% | -0.6% | -0.6% |
| 7D | -0.4% | +3.9% | -4.3% | -2.4% |
| 30D | +21.2% | +18.7% | +2.5% | +10.8% |
| 3M | +8.3% | +10.0% | -1.7% | +2.8% |
| 6M | -3.4% | +14.6% | -17.9% | -10.6% |
| YTD | -18.7% | +23.4% | -42.1% | -28.3% |
| 1Y | -23.5% | +31.3% | -54.8% | -34.8% |
| 3Y | -34.2% | +39.8% | -74.0% | -47.3% |
| 5Y | -18.2% | +17.7% | -35.9% | -29.1% |
| 10Y | +370.9% | +110.2% | +260.7% | +206.5% |
| All | +415.5% | +127.6% | +287.9% | +232.6% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling