+211.0%
AEP vs CPRT
+370.9%
-159.8%
-32.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | CPRT | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.2% | -0.5% | +0.3% | -0.1% |
| 7D | +2.5% | -1.5% | +4.0% | +2.7% |
| 30D | +3.4% | +21.3% | -18.0% | +0.1% |
| 3M | +4.2% | +10.4% | -6.2% | +2.2% |
| 6M | -0.8% | -4.3% | +3.5% | -0.6% |
| YTD | +15.2% | -18.3% | +33.5% | +18.3% |
| 1Y | +8.3% | -22.5% | +30.8% | +12.2% |
| 3Y | +84.2% | -34.3% | +118.5% | +93.6% |
| 5Y | +87.8% | -17.8% | +105.6% | +84.8% |
| All | +211.0% | +370.9% | -159.8% | +151.8% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling