+22,034.1%
CPRT vs AME
+16,423.7%
+5,610.5%
-72.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | AME | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.4% | +1.5% | -1.1% | -0.1% |
| 7D | +2.2% | +0.6% | +1.6% | +2.0% |
| 30D | +16.6% | -6.7% | +23.3% | +19.5% |
| 3M | +9.6% | +4.1% | +5.5% | +7.3% |
| 6M | -11.1% | +1.6% | -12.7% | -12.5% |
| YTD | -13.9% | +16.1% | -30.0% | -19.5% |
| 1Y | -32.5% | +27.3% | -59.9% | -39.3% |
| 3Y | -25.0% | +50.9% | -75.9% | -37.4% |
| 5Y | -7.4% | +81.4% | -88.8% | -27.5% |
| 10Y | +422.0% | +417.0% | +5.0% | +185.9% |
| All | +22,034.1% | +16,423.7% | +5,610.5% | +5,890.2% |
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