+1,052.1%
FIX vs CPRT
-16.5%
+1,068.5%
-53.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | CPRT | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.8% | -0.5% | -2.3% | -2.7% |
| 7D | +17.0% | -1.5% | +18.5% | +17.5% |
| 30D | -30.6% | +21.4% | -51.9% | -35.4% |
| 3M | -35.0% | +10.4% | -45.4% | -38.2% |
| 6M | -44.0% | -4.3% | -39.6% | -44.2% |
| YTD | +21.1% | -18.3% | +39.4% | +29.6% |
| 1Y | +16.3% | -22.5% | +38.7% | +28.0% |
| 3Y | +507.4% | -34.3% | +541.7% | +633.7% |
| 5Y | +1,052.1% | -17.8% | +1,069.8% | +1,070.6% |
| All | +1,052.1% | -16.5% | +1,068.5% | +1,070.6% |
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