+261.9%
AMD vs CPRT
-29.5%
+291.4%
-63.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | CPRT | Excess | Alpha |
|---|---|---|---|---|
| 1D | -17.3% | -0.4% | -16.8% | -17.2% |
| 7D | -28.6% | +9.9% | -38.5% | -29.0% |
| 30D | -37.7% | +21.1% | -58.8% | -38.7% |
| 3M | -16.1% | +12.3% | -28.5% | -17.3% |
| 6M | +13.8% | -2.0% | +15.9% | +16.2% |
| YTD | +88.8% | -17.0% | +105.9% | +105.9% |
| 1Y | +57.8% | -22.5% | +80.3% | +79.1% |
| All | +261.9% | -29.5% | +291.4% | +312.5% |
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 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