+1,321.9%
AMAT vs CPRT
+368.4%
+953.5%
-55.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | CPRT | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.7% | -0.5% | -2.2% | -2.4% |
| 7D | +11.4% | -0.4% | +11.7% | +11.7% |
| 30D | -17.0% | +21.2% | -38.2% | -26.6% |
| 3M | -30.6% | +8.3% | -38.9% | -35.9% |
| 6M | -14.9% | -3.4% | -11.6% | -18.7% |
| YTD | +44.7% | -18.7% | +63.4% | +53.7% |
| 1Y | +66.9% | -23.5% | +90.4% | +85.1% |
| 3Y | +153.3% | -34.2% | +187.5% | +203.2% |
| 5Y | +146.2% | -18.2% | +164.4% | +147.2% |
| All | +1,321.9% | +368.4% | +953.5% | +490.1% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling