+73.7%
AMAT vs CPRT
-22.3%
+96.1%
-55.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | CPRT | Excess | Alpha |
|---|---|---|---|---|
| 1D | +6.1% | -0.4% | +6.5% | +5.8% |
| 7D | +7.0% | -1.4% | +8.3% | +6.0% |
| 30D | -20.6% | +21.5% | -42.1% | -10.2% |
| 3M | -24.8% | +9.4% | -34.2% | -18.3% |
| 6M | -10.7% | -3.3% | -7.4% | -3.6% |
| YTD | +54.3% | -17.8% | +72.1% | +67.7% |
| 1Y | +73.7% | -22.2% | +95.9% | +87.8% |
| All | +73.7% | -22.3% | +96.1% | +87.8% |
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