-25.4%
CPRT vs AMBA
-1.0%
-24.4%
-57.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | AMBA | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.4% | -0.8% | +1.2% | +0.5% |
| 7D | +2.2% | -11.0% | +13.2% | +2.9% |
| 30D | +16.6% | -23.2% | +39.8% | +18.5% |
| 3M | +9.6% | -12.7% | +22.3% | +9.3% |
| 6M | -11.1% | +11.2% | -22.3% | -14.6% |
| YTD | -13.9% | -11.2% | -2.6% | -15.4% |
| 1Y | -32.5% | -22.5% | -10.0% | -33.3% |
| All | -25.4% | -1.0% | -24.4% | -29.8% |
Cumulative growth
Daily Returns
Daily percentage return beside AMBA.
Daily Out/Under-Performance
Portfolio return minus AMBA return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × AMBA 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 AMBA 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