+1,577.3%
FERG vs CPRT
+1,313.7%
+263.6%
-55.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | CPRT | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.0% | -0.4% | +2.4% | +2.0% |
| 7D | +6.4% | -1.4% | +7.8% | +6.8% |
| 30D | +19.9% | +21.5% | -1.6% | +15.2% |
| 3M | +5.6% | +9.4% | -3.9% | +3.2% |
| 6M | +9.2% | -3.3% | +12.5% | +9.2% |
| YTD | +20.6% | -17.8% | +38.5% | +24.6% |
| 1Y | +5.7% | -22.2% | +27.9% | +10.4% |
| 3Y | +73.6% | -34.0% | +107.6% | +87.8% |
| 5Y | +86.2% | -15.4% | +101.7% | +89.2% |
| 10Y | +440.7% | +376.0% | +64.7% | +376.0% |
| All | +1,577.3% | +1,313.7% | +263.6% | +1,346.1% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling