+88.9%
AMD vs CPRT
-23.4%
+112.3%
-37.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | CPRT | Excess | Alpha |
|---|---|---|---|---|
| 1D | +11.0% | -1.6% | +12.7% | +10.1% |
| 7D | -11.0% | +6.0% | -17.1% | -7.6% |
| 30D | -30.5% | +20.0% | -50.5% | -22.5% |
| 3M | -8.2% | +10.1% | -18.4% | -1.0% |
| 6M | +6.6% | -4.3% | +10.9% | +11.5% |
| YTD | +109.7% | -18.4% | +128.1% | +113.6% |
| 1Y | +88.9% | -20.1% | +109.0% | +90.0% |
| All | +88.9% | -23.4% | +112.3% | +90.0% |
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