+13,579.6%
FAST vs CPRT
+23,878.7%
-10,299.1%
-63.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | CPRT | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.8% | +0.4% | +0.3% | +0.6% |
| 7D | -0.4% | +2.2% | -2.6% | -0.9% |
| 30D | -0.8% | +16.6% | -17.4% | -4.7% |
| 3M | +5.8% | +9.6% | -3.8% | +2.9% |
| 6M | +8.0% | -11.1% | +19.1% | +10.4% |
| YTD | +25.6% | -13.9% | +39.5% | +29.4% |
| 1Y | +0.8% | -32.5% | +33.3% | +10.1% |
| 3Y | +86.1% | -25.0% | +111.1% | +96.9% |
| 5Y | +100.2% | -7.4% | +107.6% | +100.4% |
| 10Y | +494.2% | +422.0% | +72.2% | +306.7% |
| All | +13,579.6% | +23,878.7% | -10,299.1% | +4,791.4% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling