+320.6%
AMGN vs CPRT
+386.2%
-65.6%
-24.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | CPRT | Excess | Alpha |
|---|---|---|---|---|
| 1D | 0.0% | -0.5% | +0.5% | +0.1% |
| 7D | +0.9% | +4.0% | -3.1% | -0.1% |
| 30D | +12.1% | +18.2% | -6.1% | +7.4% |
| 3M | +12.2% | +9.2% | +3.0% | +9.3% |
| 6M | +42.1% | -4.8% | +47.0% | +42.9% |
| YTD | +45.0% | -17.5% | +62.5% | +50.9% |
| 1Y | +47.7% | -22.0% | +69.7% | +55.9% |
| 3Y | +90.4% | -33.7% | +124.1% | +107.3% |
| 5Y | +154.9% | -15.0% | +169.9% | +155.4% |
| All | +320.6% | +386.2% | -65.6% | +148.5% |
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 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