+56.5%
FERG vs CPRT
-24.8%
+81.3%
-32.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | CPRT | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.3% | +0.4% | +1.9% | +2.2% |
| 7D | 0.0% | +2.2% | -2.2% | -0.8% |
| 30D | -10.2% | +16.6% | -26.8% | -15.0% |
| 3M | -0.6% | +9.6% | -10.2% | -4.2% |
| 6M | -6.5% | -11.1% | +4.6% | -2.1% |
| YTD | +4.2% | -13.9% | +18.0% | +10.2% |
| 1Y | -2.3% | -32.5% | +30.3% | +15.5% |
| All | +56.5% | -24.8% | +81.3% | +72.3% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling