+612.4%
CPRT vs FWONK
+281.7%
+330.7%
-57.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | FWONK | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.7% | +1.9% | -3.7% | -2.3% |
| 7D | -0.4% | -0.6% | +0.2% | -0.2% |
| 30D | +8.2% | -5.8% | +14.0% | +10.1% |
| 3M | +2.3% | +10.0% | -7.7% | -0.7% |
| 6M | -14.7% | +14.7% | -29.4% | -18.4% |
| YTD | -18.2% | -1.7% | -16.5% | -18.2% |
| 1Y | -33.4% | -4.6% | -28.7% | -33.0% |
| 3Y | -28.3% | +46.7% | -75.0% | -37.8% |
| 5Y | -9.8% | +99.4% | -109.2% | -29.4% |
| 10Y | +412.4% | +345.6% | +66.8% | +214.7% |
| All | +612.4% | +281.7% | +330.7% | +321.5% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling