+63.8%
AMAT vs CPRT
-22.0%
+85.8%
-55.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | CPRT | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.5% | -0.5% | +1.0% | +0.3% |
| 7D | -2.5% | +4.0% | -6.5% | -0.1% |
| 30D | -26.5% | +18.2% | -44.8% | -18.1% |
| 3M | -28.6% | +9.2% | -37.7% | -22.6% |
| 6M | -14.2% | -4.8% | -9.4% | -7.2% |
| YTD | +45.5% | -17.5% | +63.0% | +58.5% |
| All | +63.8% | -22.0% | +85.8% | +77.5% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling