+117.1%
AMAT vs CPRT
-17.2%
+134.3%
-55.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | CPRT | Excess | Alpha |
|---|---|---|---|---|
| 1D | -13.6% | -0.4% | -13.1% | -13.4% |
| 7D | -24.3% | +9.9% | -34.2% | -27.6% |
| 30D | -39.8% | +21.1% | -60.9% | -45.1% |
| 3M | -40.2% | +12.3% | -52.5% | -44.6% |
| 6M | -22.1% | -2.0% | -20.1% | -24.3% |
| YTD | +24.7% | -17.0% | +41.7% | +34.9% |
| 1Y | +33.3% | -22.5% | +55.8% | +51.7% |
| 3Y | +133.9% | -29.3% | +163.1% | +167.8% |
| 5Y | +117.1% | -15.6% | +132.7% | +101.6% |
| All | +117.1% | -17.2% | +134.3% | +101.6% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling