+2,227.5%
CPRT vs AMP
+2,123.7%
+103.8%
-57.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | AMP | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.4% | -0.8% | +1.2% | +0.7% |
| 7D | +2.2% | +0.2% | +2.0% | +2.1% |
| 30D | +16.6% | -0.1% | +16.7% | +16.6% |
| 3M | +9.6% | +23.6% | -14.0% | +2.4% |
| 6M | -11.1% | +20.4% | -31.5% | -16.4% |
| YTD | -13.9% | +15.4% | -29.3% | -18.1% |
| 1Y | -32.5% | +11.0% | -43.5% | -35.2% |
| 3Y | -25.0% | +70.5% | -95.5% | -37.5% |
| 5Y | -7.4% | +121.4% | -128.8% | -29.0% |
| 10Y | +422.0% | +575.6% | -153.6% | +179.2% |
| All | +2,227.5% | +2,123.7% | +103.8% | +765.6% |
Cumulative growth
Daily Returns
Daily percentage return beside AMP.
Daily Out/Under-Performance
Portfolio return minus AMP return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × AMP 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 AMP 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