+2,762.2%
CPRT vs FXI
+221.5%
+2,540.6%
-57.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | FXI | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.4% | +1.5% | -1.1% | 0.0% |
| 7D | +2.2% | +1.0% | +1.2% | +1.9% |
| 30D | +16.6% | -0.6% | +17.2% | +16.8% |
| 3M | +9.6% | +1.9% | +7.7% | +8.9% |
| 6M | -11.1% | -0.2% | -11.0% | -11.4% |
| YTD | -13.9% | -5.6% | -8.3% | -12.8% |
| 1Y | -32.5% | -4.7% | -27.9% | -32.1% |
| 3Y | -25.0% | +38.0% | -63.1% | -34.5% |
| 5Y | -7.4% | -2.7% | -4.7% | -12.2% |
| 10Y | +422.0% | +19.9% | +402.1% | +358.5% |
| All | +2,762.2% | +221.5% | +2,540.6% | +1,326.9% |
Cumulative growth
Daily Returns
Daily percentage return beside FXI.
Daily Out/Under-Performance
Portfolio return minus FXI return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × FXI 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 FXI 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