+79.4%
AEP vs CPRT
-25.6%
+105.0%
-13.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | CPRT | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.2% | +0.4% | -0.6% | -0.2% |
| 7D | +1.8% | +2.2% | -0.4% | +1.7% |
| 30D | -0.8% | +16.6% | -17.4% | -1.3% |
| 3M | -1.8% | +9.6% | -11.4% | -2.1% |
| 6M | -5.4% | -11.1% | +5.8% | -5.3% |
| YTD | +10.4% | -13.9% | +24.3% | +10.5% |
| 1Y | +18.2% | -32.5% | +50.7% | +19.6% |
| All | +79.4% | -25.6% | +105.0% | +72.0% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling