+43.1%
AMGN vs CPRT
-21.9%
+65.0%
-16.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | CPRT | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.6% | -0.4% | +1.0% | +0.7% |
| 7D | -2.2% | -1.4% | -0.8% | -1.9% |
| 30D | +12.1% | +21.5% | -9.4% | +8.2% |
| 3M | +13.6% | +9.4% | +4.2% | +12.1% |
| 6M | +43.9% | -3.3% | +47.2% | +44.2% |
| YTD | +45.9% | -17.8% | +63.8% | +51.1% |
| All | +43.1% | -21.9% | +65.0% | +49.4% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling