-83.2%
FIG vs CPRT
-31.0%
-52.2%
-86.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | CPRT | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.8% | -0.5% | +3.3% | +3.1% |
| 7D | +3.4% | -0.4% | +3.8% | +3.6% |
| 30D | -9.5% | +21.2% | -30.6% | -17.4% |
| 3M | -26.2% | +8.3% | -34.5% | -29.9% |
| 6M | +2.7% | -3.4% | +6.1% | +1.3% |
| YTD | -48.0% | -18.7% | -29.3% | -45.9% |
| 1Y | -52.0% | -23.5% | -28.5% | -51.0% |
| All | -83.2% | -31.0% | -52.2% | -86.2% |
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