+13,338.1%
AMGN vs CPRT
+23,878.7%
-10,540.6%
-60.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | CPRT | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.6% | +0.4% | -2.0% | -1.6% |
| 7D | +1.1% | +2.2% | -1.1% | +0.8% |
| 30D | +7.8% | +16.6% | -8.8% | +5.4% |
| 3M | +27.3% | +9.6% | +17.7% | +25.3% |
| 6M | +16.8% | -11.1% | +28.0% | +18.4% |
| YTD | +36.3% | -13.9% | +50.2% | +38.6% |
| 1Y | +60.4% | -32.5% | +92.9% | +68.8% |
| 3Y | +86.3% | -25.0% | +111.4% | +92.3% |
| 5Y | +125.7% | -7.4% | +133.0% | +123.6% |
| 10Y | +247.0% | +422.0% | -175.0% | +171.2% |
| All | +13,338.1% | +23,878.7% | -10,540.6% | +7,771.3% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling