+14,563.7%
FAST vs CPRT
+22,996.9%
-8,433.2%
-63.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | CPRT | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.6% | -0.4% | -0.2% | -0.5% |
| 7D | +0.7% | +9.9% | -9.2% | -1.7% |
| 30D | +4.6% | +21.1% | -16.5% | -0.4% |
| 3M | +6.4% | +12.3% | -6.0% | +2.7% |
| 6M | +20.6% | -2.0% | +22.6% | +20.0% |
| YTD | +34.7% | -17.0% | +51.7% | +39.4% |
| 1Y | +29.7% | -22.5% | +52.2% | +36.4% |
| 3Y | +89.9% | -29.3% | +119.2% | +103.2% |
| 5Y | +105.0% | -15.6% | +120.6% | +109.0% |
| 10Y | +594.2% | +411.6% | +182.6% | +376.1% |
| All | +14,563.7% | +22,996.9% | -8,433.2% | +5,171.2% |
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