-15.0%
CPRT vs AMBA
-69.1%
+54.2%
-58.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | AMBA | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.5% | -2.1% | +1.6% | -0.2% |
| 7D | +4.0% | -2.7% | +6.6% | +4.2% |
| 30D | +18.2% | -10.5% | +28.7% | +19.6% |
| 3M | +9.2% | -26.4% | +35.6% | +12.9% |
| 6M | -4.8% | -20.9% | +16.1% | -5.3% |
| YTD | -17.5% | -14.8% | -2.7% | -19.9% |
| 1Y | -22.0% | -36.1% | +14.1% | -20.6% |
| 3Y | -33.7% | +20.2% | -53.9% | -44.8% |
| 5Y | -15.0% | -67.2% | +52.3% | -16.7% |
| All | -15.0% | -69.1% | +54.2% | -16.7% |
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