-79.1%
FIG vs CPRT
-26.9%
-52.2%
-86.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | CPRT | Excess | Alpha |
|---|---|---|---|---|
| 1D | -4.4% | +0.4% | -4.8% | -4.5% |
| 7D | -16.3% | +2.2% | -18.5% | -17.2% |
| 30D | -14.3% | +16.6% | -31.0% | -20.7% |
| 3M | +7.2% | +9.6% | -2.4% | +1.1% |
| 6M | -18.6% | -11.1% | -7.5% | -17.4% |
| YTD | -35.5% | -13.9% | -21.6% | -34.0% |
| 1Y | -55.8% | -32.5% | -23.3% | -58.0% |
| All | -79.1% | -26.9% | -52.2% | -83.1% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling