-31.7%
CPRT vs AMRZ
-17.3%
-14.4%
-45.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | AMRZ | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.3% | -4.3% | +0.9% | -2.6% |
| 7D | +0.4% | -2.0% | +2.4% | +0.8% |
| 30D | +9.9% | -9.8% | +19.8% | +11.8% |
| 3M | +5.6% | -17.2% | +22.9% | +9.0% |
| 6M | -13.6% | -26.9% | +13.3% | -9.5% |
| YTD | -16.7% | -21.5% | +4.7% | -13.9% |
| 1Y | -33.1% | -22.9% | -10.2% | -30.6% |
| All | -31.7% | -17.3% | -14.4% | -30.3% |
Cumulative growth
Daily Returns
Daily percentage return beside AMRZ.
Daily Out/Under-Performance
Portfolio return minus AMRZ return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × AMRZ 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 AMRZ 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