+326.9%
AMGN vs CPRT
+370.9%
-44.0%
-24.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | CPRT | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.2% | -0.5% | +0.3% | -0.1% |
| 7D | +1.5% | -1.5% | +3.0% | +1.9% |
| 30D | +13.1% | +21.4% | -8.2% | +7.6% |
| 3M | +12.9% | +10.4% | +2.5% | +9.7% |
| 6M | +40.8% | -4.3% | +45.1% | +41.3% |
| YTD | +45.6% | -18.3% | +63.9% | +51.8% |
| 1Y | +42.7% | -22.5% | +65.2% | +50.9% |
| 3Y | +91.2% | -34.3% | +125.5% | +108.7% |
| 5Y | +158.1% | -17.8% | +175.9% | +161.2% |
| All | +326.9% | +370.9% | -44.0% | +149.3% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling