-31.7%
CPRT vs FWONK
+44.4%
-76.1%
-57.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | FWONK | Excess | Alpha |
|---|---|---|---|---|
| 1D | -4.0% | -1.4% | -2.6% | -3.7% |
| 7D | -8.4% | -1.5% | -6.9% | -8.1% |
| 30D | +4.6% | -6.8% | +11.4% | +6.3% |
| 3M | -1.9% | +7.7% | -9.7% | -3.6% |
| 6M | -15.3% | +11.0% | -26.3% | -17.3% |
| YTD | -21.5% | -3.1% | -18.3% | -21.1% |
| 1Y | -36.6% | -3.5% | -33.2% | -36.5% |
| All | -31.7% | +44.4% | -76.1% | -38.1% |
Cumulative growth
Daily Returns
Daily percentage return beside FWONK.
Daily Out/Under-Performance
Portfolio return minus FWONK return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × FWONK 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 FWONK 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