+331.1%
AMD vs CPRT
-25.5%
+356.6%
-63.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | CPRT | Excess | Alpha |
|---|---|---|---|---|
| 1D | +4.7% | +0.4% | +4.3% | +4.6% |
| 7D | +2.6% | +2.2% | +0.4% | +2.1% |
| 30D | -0.9% | +16.6% | -17.6% | -4.5% |
| 3M | -8.7% | +9.6% | -18.3% | -11.3% |
| 6M | +136.3% | -11.1% | +147.5% | +152.2% |
| YTD | +123.0% | -13.9% | +136.9% | +139.6% |
| 1Y | +195.2% | -32.5% | +227.7% | +271.5% |
| All | +331.1% | -25.5% | +356.6% | +366.9% |
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