+385.2%
CPRT vs AME
+438.4%
-53.2%
-58.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | AME | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.5% | 0.0% | -0.5% | -0.5% |
| 7D | +4.0% | -4.1% | +8.1% | +6.1% |
| 30D | +18.2% | -4.1% | +22.4% | +20.0% |
| 3M | +9.2% | -5.6% | +14.8% | +11.0% |
| 6M | -4.8% | +2.8% | -7.7% | -8.9% |
| YTD | -17.5% | +16.6% | -34.1% | -27.7% |
| 1Y | -22.0% | +21.1% | -43.1% | -33.5% |
| 3Y | -33.7% | +61.1% | -94.8% | -54.7% |
| 5Y | -15.0% | +76.6% | -91.5% | -45.7% |
| 10Y | +385.2% | +431.3% | -46.2% | +66.4% |
| All | +385.2% | +438.4% | -53.2% | +66.4% |
Cumulative growth
Daily Returns
Daily percentage return beside AME.
Daily Out/Under-Performance
Portfolio return minus AME return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × AME 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 AME 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