+45.8%
AMZN vs CPRT
-9.0%
+54.8%
-55.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | CPRT | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.6% | -3.3% | +2.7% | +1.2% |
| 7D | +0.8% | +0.4% | +0.4% | +0.5% |
| 30D | -6.4% | +9.9% | -16.3% | -11.7% |
| 3M | +4.8% | +5.6% | -0.8% | -0.1% |
| 6M | +20.5% | -13.6% | +34.1% | +30.0% |
| YTD | +11.3% | -16.7% | +28.1% | +21.9% |
| 1Y | +9.0% | -33.1% | +42.1% | +37.9% |
| 3Y | +85.9% | -27.1% | +113.0% | +107.8% |
| 5Y | +45.8% | -9.9% | +55.6% | +21.7% |
| All | +45.8% | -9.0% | +54.8% | +21.7% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling