-83.7%
FIG vs CPRT
-30.7%
-53.0%
-86.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | CPRT | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.0% | -1.6% | +3.6% | +2.8% |
| 7D | -13.1% | +6.0% | -19.2% | -15.5% |
| 30D | -13.0% | +20.0% | -33.0% | -20.3% |
| 3M | -21.5% | +10.1% | -31.7% | -26.1% |
| 6M | -2.5% | -4.3% | +1.8% | -3.3% |
| YTD | -49.7% | -18.4% | -31.3% | -47.8% |
| 1Y | -59.1% | -20.1% | -39.0% | -57.9% |
| All | -83.7% | -30.7% | -53.0% | -86.6% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling