+1,548.3%
FERG vs CPRT
+1,326.0%
+222.3%
-55.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | CPRT | Excess | Alpha |
|---|---|---|---|---|
| 1D | +11.2% | +1.6% | +9.7% | +10.9% |
| 7D | +7.3% | +1.6% | +5.7% | +7.0% |
| 30D | +18.1% | +18.8% | -0.6% | +13.9% |
| 3M | +1.6% | +9.4% | -7.8% | -0.6% |
| 6M | +8.5% | -4.4% | +12.9% | +8.7% |
| YTD | +18.6% | -17.1% | +35.7% | +22.3% |
| 1Y | +5.7% | -19.9% | +25.6% | +9.8% |
| 3Y | +74.0% | -30.5% | +104.5% | +86.4% |
| 5Y | +83.9% | -15.9% | +99.8% | +86.7% |
| 10Y | +494.6% | +386.7% | +107.9% | +422.1% |
| All | +1,548.3% | +1,326.0% | +222.3% | +1,318.6% |
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