+1,685.9%
AEP vs CPRT
+22,868.9%
-21,183.0%
-62.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | CPRT | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.4% | -0.5% | +0.8% | +0.4% |
| 7D | -0.8% | +4.0% | -4.8% | -1.2% |
| 30D | +4.9% | +18.2% | -13.3% | +3.0% |
| 3M | +4.9% | +9.2% | -4.3% | +3.7% |
| 6M | -0.3% | -4.8% | +4.6% | -0.2% |
| YTD | +14.3% | -17.5% | +31.8% | +15.9% |
| 1Y | +7.5% | -22.0% | +29.5% | +9.7% |
| 3Y | +82.6% | -33.7% | +116.4% | +88.4% |
| 5Y | +81.5% | -15.0% | +96.4% | +80.8% |
| 10Y | +203.2% | +385.2% | -182.0% | +151.9% |
| All | +1,685.9% | +22,868.9% | -21,183.0% | +1,107.2% |
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