-30.4%
CPRT vs AMC
-71.5%
+41.0%
-58.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | AMC | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.6% | +1.9% | -3.6% | -1.7% |
| 7D | +6.0% | +2.6% | +3.4% | +6.0% |
| 30D | +20.0% | +9.0% | +11.0% | +19.8% |
| 3M | +10.1% | +22.2% | -12.0% | +9.6% |
| 6M | -4.3% | +91.5% | -95.8% | -5.8% |
| YTD | -18.4% | +101.3% | -119.7% | -19.9% |
| 1Y | -20.1% | +20.8% | -40.9% | -21.3% |
| 3Y | -30.4% | -71.3% | +40.9% | -34.1% |
| All | -30.4% | -71.5% | +41.0% | -34.1% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling