-15.0%
CPRT vs AEIS
+145.7%
-160.7%
-58.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | AEIS | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.5% | +1.1% | -1.6% | -0.6% |
| 7D | +4.0% | -6.9% | +10.9% | +4.6% |
| 30D | +18.2% | -23.2% | +41.4% | +21.7% |
| 3M | +9.2% | -29.5% | +38.6% | +13.1% |
| 6M | -4.8% | -37.9% | +33.1% | -0.9% |
| YTD | -17.5% | +6.0% | -23.5% | -27.1% |
| 1Y | -22.0% | +1.2% | -23.2% | -30.4% |
| 3Y | -33.7% | +150.0% | -183.7% | -59.8% |
| 5Y | -15.0% | +141.9% | -156.8% | -51.7% |
| All | -15.0% | +145.7% | -160.7% | -51.7% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling