-15.1%
CPRT vs AMC
-99.1%
+84.0%
-58.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| 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% | +7.0% |
| 6M | -4.8% | +130.7% | -135.5% | -9.5% |
| YTD | -17.5% | +121.8% | -139.3% | -21.8% |
| 1Y | -22.0% | +40.7% | -62.6% | -24.5% |
| 3Y | -33.7% | -56.8% | +23.1% | -33.6% |
| All | -15.1% | -99.1% | +84.0% | +4.2% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling