+93.7%
FAST vs CPRT
-30.7%
+124.4%
-21.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | CPRT | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.2% | -1.6% | +1.8% | +0.6% |
| 7D | +2.1% | +6.0% | -4.0% | +0.3% |
| 30D | +6.9% | +20.0% | -13.1% | +1.2% |
| 3M | +4.8% | +10.1% | -5.3% | +1.1% |
| 6M | +19.8% | -4.3% | +24.1% | +20.8% |
| YTD | +34.9% | -18.4% | +53.3% | +44.2% |
| 1Y | +32.8% | -20.1% | +52.9% | +43.0% |
| 3Y | +93.7% | -30.4% | +124.2% | +115.4% |
| All | +93.7% | -30.7% | +124.4% | +115.4% |
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 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