+352.7%
FERG vs CPRT
+410.9%
-58.3%
-55.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | CPRT | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.4% | -1.7% | +0.4% | -0.9% |
| 7D | +0.9% | -0.4% | +1.3% | +1.0% |
| 30D | -15.1% | +8.2% | -23.3% | -17.0% |
| 3M | -4.8% | +2.3% | -7.1% | -6.0% |
| 6M | -2.5% | -14.7% | +12.3% | +1.1% |
| YTD | +1.8% | -18.2% | +20.0% | +6.6% |
| 1Y | -0.3% | -33.4% | +33.0% | +10.2% |
| 3Y | +52.9% | -28.3% | +81.2% | +66.1% |
| 5Y | +69.3% | -9.8% | +79.1% | +70.7% |
| 10Y | +352.7% | +412.4% | -59.7% | +302.8% |
| All | +352.7% | +410.9% | -58.3% | +302.8% |
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