+10.8%
AEP vs CPRT
-24.7%
+35.5%
-14.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | CPRT | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.5% | +5.0% | -5.5% | -0.6% |
| 7D | +0.8% | +12.6% | -11.8% | +0.6% |
| 30D | +7.9% | +18.0% | -10.0% | +7.7% |
| 3M | +1.5% | +11.0% | -9.5% | +1.4% |
| 6M | -2.6% | -2.0% | -0.6% | -3.1% |
| YTD | +14.7% | -16.7% | +31.3% | +12.1% |
| 1Y | +10.8% | -23.9% | +34.6% | +9.0% |
| All | +10.8% | -24.7% | +35.5% | +9.0% |
Cumulative growth
Daily Returns
Daily percentage return beside CPRT.
Daily Out/Under-Performance
Portfolio return minus CPRT return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × CPRT 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 1y: compounded portfolio wealth divided by compounded CPRT 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…
1y analysis · Full analysis span regression · 6 months rolling