-57.0%
FIG vs CPRT
-22.3%
-34.7%
-61.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | CPRT | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.3% | -0.5% | +0.3% | +0.1% |
| 7D | +2.6% | -1.5% | +4.1% | +3.5% |
| 30D | -13.1% | +21.3% | -34.4% | -22.3% |
| 3M | -20.3% | +10.4% | -30.7% | -26.2% |
| 6M | -2.1% | -4.3% | +2.2% | -1.4% |
| YTD | -49.4% | -18.3% | -31.1% | -43.2% |
| 1Y | -57.0% | -22.5% | -34.5% | -53.0% |
| All | -57.0% | -22.3% | -34.7% | -53.0% |
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