+18.6%
AEP vs CPRT
-34.0%
+52.6%
-12.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | CPRT | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.6% | -1.7% | +1.2% | -0.6% |
| 7D | +0.9% | -0.4% | +1.3% | +0.9% |
| 30D | +1.5% | +8.2% | -6.8% | +1.5% |
| 3M | -1.7% | +2.3% | -4.0% | -1.8% |
| 6M | -4.0% | -14.7% | +10.7% | -5.7% |
| YTD | +10.6% | -18.2% | +28.8% | +8.1% |
| 1Y | +18.6% | -33.4% | +52.0% | +20.0% |
| All | +18.6% | -34.0% | +52.6% | +20.0% |
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