+72.6%
FERG vs CPRT
-9.0%
+81.6%
-43.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 2021-09-08 to 2026-09-08.
| Period | Portfolio | CPRT | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.9% | -3.3% | +2.4% | +0.5% |
| 7D | +3.4% | +0.4% | +3.0% | +3.1% |
| 30D | -11.5% | +9.9% | -21.4% | -15.5% |
| 3M | +1.3% | +5.6% | -4.4% | -2.2% |
| 6M | -1.0% | -13.6% | +12.7% | +5.0% |
| YTD | +3.2% | -16.7% | +19.9% | +11.0% |
| 1Y | -3.0% | -33.1% | +30.2% | +16.4% |
| 3Y | +55.0% | -27.1% | +82.1% | +73.6% |
| 5Y | +72.6% | -9.9% | +82.5% | +63.0% |
| All | +72.6% | -9.0% | +81.6% | +63.0% |
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 2021-09-08 to 2026-09-08: 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…
2021-09-08 to 2026-09-08 analysis · Full analysis span regression · 6 months rolling