-22.0%
CPRT vs AMC
+43.0%
-65.0%
-36.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | AMC | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.5% | +1.8% | -2.2% | -0.5% |
| 7D | +4.0% | +5.5% | -1.5% | +3.7% |
| 30D | +18.2% | +16.1% | +2.1% | +17.3% |
| 3M | +9.2% | +43.0% | -33.8% | +6.9% |
| 6M | -4.8% | +130.7% | -135.5% | -9.9% |
| YTD | -17.5% | +121.8% | -139.3% | -23.7% |
| 1Y | -22.0% | +40.7% | -62.6% | -29.5% |
| All | -22.0% | +43.0% | -65.0% | -29.5% |
Cumulative growth
Daily Returns
Daily percentage return beside AMC.
Daily Out/Under-Performance
Portfolio return minus AMC return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × AMC 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 1y: compounded portfolio wealth divided by compounded AMC 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…
1y analysis · Full analysis span regression · 6 months rolling