-30.5%
CPRT vs AME
+63.1%
-93.6%
-58.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | AME | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.6% | +4.2% | -2.6% | +0.8% |
| 7D | +1.6% | -1.5% | +3.1% | +1.7% |
| 30D | +18.8% | -4.2% | +22.9% | +19.4% |
| 3M | +9.4% | -5.9% | +15.3% | +10.4% |
| 6M | -4.4% | +2.8% | -7.2% | -6.5% |
| YTD | -17.1% | +16.6% | -33.7% | -23.1% |
| 1Y | -19.9% | +22.1% | -42.0% | -27.1% |
| 3Y | -30.5% | +64.7% | -95.2% | -47.2% |
| All | -30.5% | +63.1% | -93.6% | -47.2% |
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