+90.1%
FAST vs CPRT
-25.5%
+115.6%
-21.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | CPRT | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.8% | +0.4% | +0.3% | +0.6% |
| 7D | -0.4% | +2.2% | -2.6% | -1.1% |
| 30D | -0.8% | +16.6% | -17.4% | -6.0% |
| 3M | +5.8% | +9.6% | -3.8% | +2.0% |
| 6M | +8.0% | -11.1% | +19.1% | +12.4% |
| YTD | +25.6% | -13.9% | +39.5% | +32.0% |
| 1Y | +0.8% | -32.5% | +33.3% | +16.5% |
| All | +90.1% | -25.5% | +115.6% | +107.5% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling