-15.6%
CPRT vs AMBA
-72.1%
+56.5%
-58.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | AMBA | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.4% | -9.4% | +9.0% | +0.7% |
| 7D | +9.9% | -14.6% | +24.5% | +12.0% |
| 30D | +21.1% | -18.8% | +39.9% | +24.0% |
| 3M | +12.3% | -32.6% | +44.9% | +17.5% |
| 6M | -2.0% | -25.8% | +23.8% | -1.8% |
| YTD | -17.0% | -22.1% | +5.1% | -18.5% |
| 1Y | -22.5% | -36.2% | +13.7% | -21.7% |
| 3Y | -29.3% | +10.0% | -39.3% | -40.4% |
| 5Y | -15.6% | -71.6% | +56.0% | -15.7% |
| All | -15.6% | -72.1% | +56.5% | -15.7% |
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