+363.9%
CPRT vs AEIS
+350.2%
+13.7%
-58.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | AEIS | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.5% | -1.2% | +0.7% | -0.3% |
| 7D | -1.5% | +23.2% | -24.7% | -5.7% |
| 30D | +21.4% | -17.0% | +38.4% | +24.4% |
| 3M | +10.4% | -32.2% | +42.5% | +17.2% |
| 6M | -4.3% | -32.6% | +28.2% | -1.1% |
| YTD | -18.3% | +9.4% | -27.6% | -27.8% |
| 1Y | -22.5% | +7.7% | -30.2% | -31.5% |
| 3Y | -34.3% | +157.9% | -192.3% | -57.9% |
| 5Y | -17.8% | +154.8% | -172.5% | -48.3% |
| All | +363.9% | +350.2% | +13.7% | +116.7% |
Cumulative growth
Daily Returns
Daily percentage return beside AEIS.
Daily Out/Under-Performance
Portfolio return minus AEIS return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × AEIS 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 10y: compounded portfolio wealth divided by compounded AEIS 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…
10y analysis · Full analysis span regression · 6 months rolling