+27.4%
AMAT vs CPRT
-12.1%
+39.4%
-39.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 6mo.
| Period | Portfolio | CPRT | Excess | Alpha |
|---|---|---|---|---|
| 1D | +4.3% | +0.4% | +3.9% | +4.7% |
| 7D | -1.5% | +2.2% | -3.7% | +0.2% |
| 30D | -14.8% | +16.6% | -31.4% | -1.1% |
| 3M | -9.3% | +9.6% | -18.9% | +2.5% |
| 6M | +27.4% | -11.1% | +38.5% | +45.1% |
| All | +27.4% | -12.1% | +39.4% | +45.1% |
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 6mo: 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…
6mo analysis · Full analysis span regression · 6 months rolling