+421.0%
FERG vs CPRT
+370.9%
+50.1%
-55.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | CPRT | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.6% | -0.5% | -3.1% | -3.5% |
| 7D | +8.2% | -1.5% | +9.6% | +8.6% |
| 30D | +14.4% | +21.4% | -7.0% | +8.6% |
| 3M | +4.3% | +10.4% | -6.0% | +1.1% |
| 6M | +7.9% | -4.3% | +12.2% | +8.1% |
| YTD | +16.3% | -18.3% | +34.5% | +21.5% |
| 1Y | +2.2% | -22.5% | +24.7% | +8.4% |
| 3Y | +67.3% | -34.3% | +101.6% | +85.4% |
| 5Y | +75.3% | -17.8% | +93.1% | +78.3% |
| All | +421.0% | +370.9% | +50.1% | +351.3% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling