+903.2%
CPRT vs AMBA
+837.3%
+65.9%
-57.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | AMBA | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.4% | -0.8% | +1.2% | +0.5% |
| 7D | +2.2% | -11.0% | +13.2% | +3.7% |
| 30D | +16.6% | -23.2% | +39.8% | +20.5% |
| 3M | +9.6% | -12.7% | +22.3% | +9.3% |
| 6M | -11.1% | +11.2% | -22.3% | -15.3% |
| YTD | -13.9% | -11.2% | -2.6% | -15.7% |
| 1Y | -32.5% | -22.5% | -10.0% | -33.4% |
| 3Y | -25.0% | -1.3% | -23.7% | -31.5% |
| 5Y | -7.4% | -54.2% | +46.8% | -10.4% |
| 10Y | +422.0% | -6.1% | +428.1% | +331.0% |
| All | +903.2% | +837.3% | +65.9% | +514.7% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling