-5.7%
CPRT vs AMBA
-54.5%
+48.8%
-57.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | AMBA | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.4% | -0.8% | +1.2% | +0.5% |
| 7D | +2.2% | -11.0% | +13.2% | +3.8% |
| 30D | +16.6% | -23.2% | +39.8% | +20.8% |
| 3M | +9.6% | -12.7% | +22.3% | +9.1% |
| 6M | -11.1% | +11.2% | -22.3% | -16.4% |
| YTD | -13.9% | -11.2% | -2.6% | -16.3% |
| 1Y | -32.5% | -22.5% | -10.0% | -33.8% |
| 3Y | -25.0% | -1.3% | -23.7% | -34.1% |
| All | -5.7% | -54.5% | +48.8% | -14.7% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling