-9.8%
CPRT vs AEE
+39.2%
-49.0%
-57.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | AEE | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.7% | -0.4% | -1.3% | -1.6% |
| 7D | -0.4% | +1.1% | -1.5% | -0.7% |
| 30D | +8.2% | 0.0% | +8.2% | +8.2% |
| 3M | +2.3% | -0.9% | +3.2% | +2.7% |
| 6M | -14.7% | -2.4% | -12.3% | -14.2% |
| YTD | -18.2% | +8.6% | -26.8% | -20.2% |
| 1Y | -33.4% | +10.2% | -43.5% | -35.3% |
| 3Y | -28.3% | +47.8% | -76.2% | -36.7% |
| 5Y | -9.8% | +40.1% | -49.9% | -18.6% |
| All | -9.8% | +39.2% | -49.0% | -18.6% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling