-27.1%
CPRT vs AME
+55.3%
-82.3%
-57.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | AME | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.3% | 0.0% | -3.3% | -3.3% |
| 7D | +0.4% | +2.8% | -2.4% | -0.4% |
| 30D | +9.9% | -6.3% | +16.2% | +11.9% |
| 3M | +5.6% | +5.4% | +0.3% | +3.0% |
| 6M | -13.6% | +7.4% | -21.1% | -16.8% |
| YTD | -16.7% | +16.2% | -32.9% | -22.4% |
| 1Y | -33.1% | +26.8% | -59.9% | -40.1% |
| 3Y | -27.1% | +57.5% | -84.6% | -44.1% |
| All | -27.1% | +55.3% | -82.3% | -44.1% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling