-2.5%
FIG vs CPRT
-3.2%
+0.7%
-39.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 6mo.
| Period | Portfolio | CPRT | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.0% | -1.6% | +3.6% | +2.9% |
| 7D | -13.1% | +6.0% | -19.2% | -15.6% |
| 30D | -13.0% | +20.0% | -33.0% | -20.6% |
| 3M | -21.5% | +10.1% | -31.7% | -26.6% |
| 6M | -2.5% | -4.3% | +1.8% | -1.9% |
| All | -2.5% | -3.2% | +0.7% | -1.9% |
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 6mo: 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…
6mo analysis · Full analysis span regression · 6 months rolling