-5.7%
CPRT vs AMT
-31.6%
+25.9%
-57.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | AMT | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.4% | -1.1% | +1.5% | +0.7% |
| 7D | +2.2% | -0.2% | +2.4% | +2.3% |
| 30D | +16.6% | +4.6% | +12.0% | +15.2% |
| 3M | +9.6% | -8.4% | +18.0% | +12.1% |
| 6M | -11.1% | -6.0% | -5.1% | -9.9% |
| YTD | -13.9% | +2.1% | -16.0% | -14.8% |
| 1Y | -32.5% | -6.4% | -26.1% | -31.8% |
| 3Y | -25.0% | +8.1% | -33.1% | -30.7% |
| All | -5.7% | -31.6% | +25.9% | +10.5% |
Cumulative growth
Daily Returns
Daily percentage return beside AMT.
Daily Out/Under-Performance
Portfolio return minus AMT return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × AMT 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 5y: compounded portfolio wealth divided by compounded AMT 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…
5y analysis · Full analysis span regression · 6 months rolling