+930.0%
CPRT vs AMCR
+100.2%
+829.8%
-57.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | AMCR | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.4% | -0.2% | +0.6% | +0.5% |
| 7D | +2.2% | -1.9% | +4.1% | +2.7% |
| 30D | +16.6% | -4.1% | +20.7% | +18.0% |
| 3M | +9.6% | +21.7% | -12.1% | +3.6% |
| 6M | -11.1% | +1.5% | -12.6% | -12.0% |
| YTD | -13.9% | +13.1% | -27.0% | -17.6% |
| 1Y | -32.5% | +13.0% | -45.5% | -35.5% |
| 3Y | -25.0% | +6.9% | -32.0% | -28.3% |
| 5Y | -7.4% | -10.5% | +3.1% | -6.8% |
| 10Y | +422.0% | +20.9% | +401.1% | +361.8% |
| All | +930.0% | +100.2% | +829.8% | +833.1% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling