+412.4%
CPRT vs AME
+425.2%
-12.9%
-57.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | AME | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.7% | -0.6% | -1.1% | -1.4% |
| 7D | -0.4% | +1.3% | -1.7% | -1.2% |
| 30D | +8.2% | -6.6% | +14.8% | +12.3% |
| 3M | +2.3% | +3.0% | -0.7% | -0.6% |
| 6M | -14.7% | +5.3% | -20.0% | -18.9% |
| YTD | -18.2% | +15.4% | -33.6% | -26.8% |
| 1Y | -33.4% | +26.8% | -60.2% | -44.3% |
| 3Y | -28.3% | +56.5% | -84.8% | -49.2% |
| 5Y | -9.8% | +85.2% | -95.1% | -43.3% |
| 10Y | +412.4% | +428.5% | -16.2% | +80.5% |
| All | +412.4% | +425.2% | -12.9% | +80.5% |
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