-17.1%
CPRT vs AMC
-99.3%
+82.2%
-58.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | AMC | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.6% | +1.9% | -3.6% | -1.7% |
| 7D | +6.0% | +2.6% | +3.4% | +5.9% |
| 30D | +20.0% | +9.0% | +11.0% | +19.5% |
| 3M | +10.1% | +22.2% | -12.0% | +8.8% |
| 6M | -4.3% | +91.5% | -95.8% | -8.2% |
| YTD | -18.4% | +101.3% | -119.7% | -22.2% |
| 1Y | -20.1% | +20.8% | -40.9% | -22.1% |
| 3Y | -30.4% | -71.3% | +40.9% | -28.6% |
| All | -17.1% | -99.3% | +82.2% | +3.7% |
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