+32.8%
FAST vs CPRT
-23.4%
+56.1%
-11.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | CPRT | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.2% | -1.6% | +1.8% | +0.4% |
| 7D | +2.1% | +6.0% | -4.0% | +1.1% |
| 30D | +6.9% | +20.0% | -13.1% | +3.7% |
| 3M | +4.8% | +10.1% | -5.3% | +2.7% |
| 6M | +19.8% | -4.3% | +24.1% | +21.1% |
| YTD | +34.9% | -18.4% | +53.3% | +43.1% |
| 1Y | +32.8% | -20.1% | +52.9% | +41.1% |
| All | +32.8% | -23.4% | +56.1% | +41.1% |
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