+21,102.0%
CPRT vs AME
+16,488.8%
+4,613.2%
-72.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | AME | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.5% | 0.0% | -0.5% | -0.5% |
| 7D | +4.0% | -4.1% | +8.1% | +5.3% |
| 30D | +18.2% | -4.1% | +22.4% | +19.4% |
| 3M | +9.2% | -5.6% | +14.8% | +10.4% |
| 6M | -4.8% | +2.8% | -7.7% | -7.2% |
| YTD | -17.5% | +16.6% | -34.1% | -23.6% |
| 1Y | -22.0% | +21.1% | -43.1% | -28.9% |
| 3Y | -33.7% | +61.1% | -94.8% | -46.4% |
| 5Y | -15.0% | +76.6% | -91.5% | -33.4% |
| 10Y | +385.2% | +431.3% | -46.2% | +161.5% |
| All | +21,102.0% | +16,488.8% | +4,613.2% | +5,583.2% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling