+361.5%
CPRT vs AMCR
+18.6%
+342.8%
-58.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | AMCR | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.5% | 0.0% | -0.5% | -0.5% |
| 7D | -0.4% | -2.4% | +2.0% | +0.6% |
| 30D | +21.2% | +3.6% | +17.6% | +19.6% |
| 3M | +8.3% | -4.2% | +12.5% | +10.1% |
| 6M | -3.4% | +15.5% | -18.9% | -8.7% |
| YTD | -18.7% | +9.7% | -28.4% | -22.6% |
| 1Y | -23.5% | +8.3% | -31.8% | -26.8% |
| 3Y | -34.2% | +15.4% | -49.5% | -40.2% |
| 5Y | -18.2% | -9.1% | -9.1% | -18.2% |
| All | +361.5% | +18.6% | +342.8% | +275.3% |
Cumulative growth
Daily Returns
Daily percentage return beside AMCR.
Daily Out/Under-Performance
Portfolio return minus AMCR return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × AMCR 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 10y: compounded portfolio wealth divided by compounded AMCR 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…
10y analysis · Full analysis span regression · 6 months rolling