+1,587.5%
AMAT vs CPRT
+423.6%
+1,163.9%
-55.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | CPRT | Excess | Alpha |
|---|---|---|---|---|
| 1D | +4.3% | +0.4% | +3.9% | +4.1% |
| 7D | -1.5% | +2.2% | -3.7% | -2.9% |
| 30D | -14.8% | +16.6% | -31.4% | -23.2% |
| 3M | -9.3% | +9.6% | -18.9% | -17.8% |
| 6M | +27.4% | -11.1% | +38.5% | +31.7% |
| YTD | +77.6% | -13.9% | +91.4% | +85.8% |
| 1Y | +188.9% | -32.5% | +221.5% | +257.8% |
| 3Y | +202.3% | -25.0% | +227.3% | +237.0% |
| 5Y | +248.9% | -7.4% | +256.3% | +229.3% |
| All | +1,587.5% | +423.6% | +1,163.9% | +552.1% |
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