+13,574.6%
AMAT vs CPRT
+22,996.9%
-9,422.3%
-85.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | CPRT | Excess | Alpha |
|---|---|---|---|---|
| 1D | -13.6% | -0.4% | -13.1% | -13.5% |
| 7D | -24.3% | +9.9% | -34.2% | -26.5% |
| 30D | -39.8% | +21.1% | -60.9% | -43.4% |
| 3M | -40.2% | +12.3% | -52.5% | -43.0% |
| 6M | -22.1% | -2.0% | -20.1% | -24.1% |
| YTD | +24.7% | -17.0% | +41.7% | +27.1% |
| 1Y | +33.3% | -22.5% | +55.8% | +38.7% |
| 3Y | +133.9% | -29.3% | +163.1% | +149.4% |
| 5Y | +117.1% | -15.6% | +132.7% | +121.9% |
| 10Y | +1,158.7% | +411.6% | +747.1% | +732.7% |
| All | +13,574.6% | +22,996.9% | -9,422.3% | +4,591.5% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling