-33.0%
CPRT vs AMRZ
-19.3%
-13.7%
-47.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | AMRZ | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.5% | -1.9% | +1.4% | -0.1% |
| 7D | -1.5% | -4.0% | +2.5% | -0.6% |
| 30D | +21.3% | +12.4% | +8.9% | +19.0% |
| 3M | +10.4% | -11.5% | +21.9% | +12.5% |
| 6M | -4.3% | -21.6% | +17.3% | -0.6% |
| YTD | -18.3% | -23.4% | +5.1% | -15.2% |
| 1Y | -22.5% | -17.2% | -5.3% | -20.6% |
| All | -33.0% | -19.3% | -13.7% | -31.3% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling