-55.8%
FIG vs CPRT
-31.2%
-24.6%
-76.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | CPRT | Excess | Alpha |
|---|---|---|---|---|
| 1D | -4.4% | +0.4% | -4.8% | -4.6% |
| 7D | -16.3% | +2.2% | -18.5% | -17.3% |
| 30D | -14.3% | +16.6% | -31.0% | -21.5% |
| 3M | +7.2% | +9.6% | -2.4% | +0.5% |
| 6M | -18.6% | -11.1% | -7.5% | -15.6% |
| YTD | -35.5% | -13.9% | -21.6% | -32.2% |
| 1Y | -55.8% | -32.5% | -23.3% | -58.6% |
| All | -55.8% | -31.2% | -24.6% | -58.6% |
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 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