-0.3%
FERG vs CPRT
-34.0%
+33.7%
-18.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | CPRT | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.4% | -1.7% | +0.4% | -1.2% |
| 7D | +0.9% | -0.4% | +1.3% | +1.0% |
| 30D | -15.1% | +8.2% | -23.3% | -15.8% |
| 3M | -4.8% | +2.3% | -7.1% | -5.3% |
| 6M | -2.5% | -14.7% | +12.3% | -0.4% |
| YTD | +1.8% | -18.2% | +20.0% | +4.4% |
| 1Y | -0.3% | -33.4% | +33.0% | -7.7% |
| All | -0.3% | -34.0% | +33.7% | -7.7% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling