+1,348.4%
FERG vs CPRT
+1,381.8%
-33.4%
-55.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | CPRT | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.3% | +0.4% | +1.9% | +2.2% |
| 7D | 0.0% | +2.2% | -2.2% | -0.5% |
| 30D | -10.2% | +16.6% | -26.8% | -13.2% |
| 3M | -0.6% | +9.6% | -10.2% | -2.9% |
| 6M | -6.5% | -11.1% | +4.6% | -4.7% |
| YTD | +4.2% | -13.9% | +18.0% | +6.8% |
| 1Y | -2.3% | -32.5% | +30.3% | +5.4% |
| 3Y | +48.5% | -25.0% | +73.5% | +57.0% |
| 5Y | +72.0% | -7.4% | +79.4% | +72.6% |
| 10Y | +369.9% | +422.0% | -52.1% | +309.2% |
| All | +1,348.4% | +1,381.8% | -33.4% | +1,139.1% |
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