+65.8%
AMGN vs CPRT
-27.3%
+93.1%
-22.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | CPRT | Excess | Alpha |
|---|---|---|---|---|
| 1D | -10.1% | -3.3% | -6.8% | -9.3% |
| 7D | -10.3% | +0.4% | -10.7% | -10.3% |
| 30D | -3.8% | +9.9% | -13.7% | -5.8% |
| 3M | +14.4% | +5.6% | +8.7% | +12.6% |
| 6M | +7.8% | -13.6% | +21.4% | +11.3% |
| YTD | +22.6% | -16.7% | +39.3% | +27.4% |
| 1Y | +44.2% | -33.1% | +77.3% | +58.7% |
| 3Y | +65.8% | -27.1% | +92.9% | +72.1% |
| All | +65.8% | -27.3% | +93.1% | +72.1% |
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