+374.9%
CPRT vs AMCR
+14.6%
+360.3%
-57.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | AMCR | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.6% | -1.6% | -1.0% | -2.0% |
| 7D | -11.2% | -6.3% | -4.9% | -8.9% |
| 30D | +3.3% | -7.8% | +11.1% | +6.5% |
| 3M | -3.6% | +7.5% | -11.1% | -6.2% |
| 6M | -15.8% | +2.7% | -18.4% | -17.2% |
| YTD | -23.5% | +6.0% | -29.5% | -26.2% |
| 1Y | -38.8% | +7.8% | -46.5% | -41.4% |
| 3Y | -33.4% | +5.8% | -39.2% | -37.5% |
| 5Y | -16.4% | -11.6% | -4.7% | -15.5% |
| All | +374.9% | +14.6% | +360.3% | +292.2% |
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