+499.9%
FAST vs CPRT
+423.6%
+76.3%
-30.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | CPRT | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.8% | +0.4% | +0.3% | +0.6% |
| 7D | -0.4% | +2.2% | -2.6% | -1.4% |
| 30D | -0.8% | +16.6% | -17.4% | -8.0% |
| 3M | +5.8% | +9.6% | -3.8% | +0.4% |
| 6M | +8.0% | -11.1% | +19.1% | +12.7% |
| YTD | +25.6% | -13.9% | +39.5% | +32.7% |
| 1Y | +0.8% | -32.5% | +33.3% | +19.5% |
| 3Y | +86.1% | -25.0% | +111.1% | +104.9% |
| 5Y | +100.2% | -7.4% | +107.6% | +94.0% |
| All | +499.9% | +423.6% | +76.3% | +162.4% |
Cumulative growth
Daily Returns
Daily percentage return beside CPRT.
Daily Out/Under-Performance
Portfolio return minus CPRT return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × CPRT 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 10y: compounded portfolio wealth divided by compounded CPRT 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…
10y analysis · Full analysis span regression · 6 months rolling