+301.8%
AMD vs CPRT
-30.7%
+332.5%
-63.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | CPRT | Excess | Alpha |
|---|---|---|---|---|
| 1D | +11.0% | -1.6% | +12.7% | +11.1% |
| 7D | -11.0% | +6.0% | -17.1% | -11.4% |
| 30D | -30.5% | +20.0% | -50.5% | -31.6% |
| 3M | -8.2% | +10.1% | -18.4% | -9.5% |
| 6M | +6.6% | -4.3% | +10.9% | +9.1% |
| YTD | +109.7% | -18.4% | +128.1% | +128.7% |
| 1Y | +88.9% | -20.1% | +109.0% | +108.0% |
| 3Y | +301.8% | -30.4% | +332.2% | +358.3% |
| All | +301.8% | -30.7% | +332.5% | +358.3% |
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