+142.7%
AMAT vs CPRT
-30.7%
+173.3%
-55.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | CPRT | Excess | Alpha |
|---|---|---|---|---|
| 1D | +4.2% | -1.6% | +5.8% | +4.2% |
| 7D | -14.7% | +6.0% | -20.7% | -14.6% |
| 30D | -36.1% | +20.0% | -56.1% | -36.1% |
| 3M | -36.9% | +10.1% | -47.0% | -36.9% |
| 6M | -22.2% | -4.3% | -17.9% | -19.9% |
| YTD | +29.9% | -18.4% | +48.3% | +42.6% |
| 1Y | +43.3% | -20.1% | +63.3% | +58.6% |
| 3Y | +142.7% | -30.4% | +173.1% | +172.2% |
| All | +142.7% | -30.7% | +173.3% | +172.2% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling