-83.2%
FIG vs CPRT
-29.6%
-53.6%
-86.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | CPRT | Excess | Alpha |
|---|---|---|---|---|
| 1D | +3.1% | +1.6% | +1.6% | +2.4% |
| 7D | -12.6% | +1.6% | -14.2% | -13.2% |
| 30D | -13.8% | +18.8% | -32.6% | -20.7% |
| 3M | -16.7% | +9.4% | -26.1% | -21.2% |
| 6M | -6.1% | -4.4% | -1.7% | -7.0% |
| YTD | -48.1% | -17.1% | -31.0% | -46.5% |
| 1Y | -56.2% | -19.9% | -36.3% | -55.4% |
| All | -83.2% | -29.6% | -53.6% | -86.3% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling