-51.7%
FIG vs CPRT
-24.7%
-27.0%
-63.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | CPRT | Excess | Alpha |
|---|---|---|---|---|
| 1D | +5.2% | +5.0% | +0.2% | +2.4% |
| 7D | -4.7% | +12.6% | -17.3% | -10.7% |
| 30D | +0.5% | +18.0% | -17.4% | -8.3% |
| 3M | -18.4% | +11.0% | -29.4% | -24.2% |
| 6M | +10.9% | -2.0% | +12.9% | +9.5% |
| YTD | -40.8% | -16.7% | -24.1% | -36.6% |
| 1Y | -51.7% | -23.9% | -27.8% | -51.9% |
| All | -51.7% | -24.7% | -27.0% | -51.9% |
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