+575.3%
FAST vs CPRT
+398.2%
+177.1%
-30.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | CPRT | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.2% | -1.6% | +1.8% | +0.9% |
| 7D | +2.1% | +6.0% | -4.0% | -0.7% |
| 30D | +6.9% | +20.0% | -13.1% | -1.9% |
| 3M | +4.8% | +10.1% | -5.3% | -0.9% |
| 6M | +19.8% | -4.3% | +24.1% | +19.9% |
| YTD | +34.9% | -18.4% | +53.3% | +45.0% |
| 1Y | +32.8% | -20.1% | +52.9% | +44.0% |
| 3Y | +93.7% | -30.4% | +124.2% | +119.8% |
| 5Y | +105.3% | -17.0% | +122.3% | +108.3% |
| All | +575.3% | +398.2% | +177.1% | +217.5% |
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