+107.2%
FAST vs CPRT
-7.1%
+114.3%
-30.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | CPRT | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.8% | +0.4% | +0.3% | +0.6% |
| 7D | -0.4% | +2.2% | -2.6% | -1.3% |
| 30D | -0.8% | +16.6% | -17.4% | -7.6% |
| 3M | +5.8% | +9.6% | -3.8% | +0.8% |
| 6M | +8.0% | -11.1% | +19.1% | +13.0% |
| YTD | +25.6% | -13.9% | +39.5% | +33.0% |
| 1Y | +0.8% | -32.5% | +33.3% | +19.8% |
| 3Y | +86.1% | -25.0% | +111.1% | +103.6% |
| All | +107.2% | -7.1% | +114.3% | +92.3% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling