+1,626.1%
AEP vs CPRT
+23,878.7%
-22,252.6%
-62.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | CPRT | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.2% | +0.4% | -0.6% | -0.2% |
| 7D | +1.8% | +2.2% | -0.4% | +1.5% |
| 30D | -0.8% | +16.6% | -17.4% | -2.5% |
| 3M | -1.8% | +9.6% | -11.4% | -3.0% |
| 6M | -5.4% | -11.1% | +5.8% | -4.5% |
| YTD | +10.4% | -13.9% | +24.3% | +11.7% |
| 1Y | +18.2% | -32.5% | +50.7% | +22.6% |
| 3Y | +79.0% | -25.0% | +104.0% | +82.4% |
| 5Y | +64.8% | -7.4% | +72.2% | +62.9% |
| 10Y | +170.8% | +422.0% | -251.1% | +123.8% |
| All | +1,626.1% | +23,878.7% | -22,252.6% | +1,063.3% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling