+38.5%
FAST vs CPRT
-22.3%
+60.9%
-11.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | CPRT | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.1% | -0.5% | +0.7% | +0.2% |
| 7D | +5.0% | -1.5% | +6.5% | +5.3% |
| 30D | +8.6% | +21.3% | -12.8% | +5.2% |
| 3M | +6.9% | +10.4% | -3.4% | +4.7% |
| 6M | +29.6% | -4.3% | +33.9% | +31.1% |
| YTD | +41.4% | -18.3% | +59.7% | +49.8% |
| 1Y | +38.5% | -22.5% | +61.0% | +47.8% |
| All | +38.5% | -22.3% | +60.9% | +47.8% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling