-22.5%
CPRT vs AEE
+11.1%
-33.6%
-36.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | AEE | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.5% | +0.2% | -0.7% | -0.6% |
| 7D | -1.5% | +0.6% | -2.1% | -1.6% |
| 30D | +21.4% | +8.8% | +12.5% | +19.6% |
| 3M | +10.4% | +5.1% | +5.3% | +9.5% |
| 6M | -4.3% | +5.2% | -9.5% | -3.7% |
| YTD | -18.3% | +16.1% | -34.3% | -15.8% |
| 1Y | -22.5% | +10.4% | -32.9% | -21.8% |
| All | -22.5% | +11.1% | -33.6% | -21.8% |
Cumulative growth
Daily Returns
Daily percentage return beside AEE.
Daily Out/Under-Performance
Portfolio return minus AEE return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × AEE 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 AEE 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