-9.9%
CPRT vs AEIS
+228.8%
-238.7%
-57.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | AEIS | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.3% | +2.8% | -6.1% | -3.8% |
| 7D | +0.4% | +8.1% | -7.7% | -0.9% |
| 30D | +9.9% | -11.1% | +21.0% | +11.7% |
| 3M | +5.6% | -5.6% | +11.3% | +4.0% |
| 6M | -13.6% | -0.6% | -13.0% | -17.6% |
| YTD | -16.7% | +38.0% | -54.8% | -28.3% |
| 1Y | -33.1% | +87.2% | -120.4% | -48.5% |
| 3Y | -27.1% | +179.7% | -206.7% | -53.9% |
| 5Y | -9.9% | +241.7% | -251.6% | -51.1% |
| All | -9.9% | +228.8% | -238.7% | -51.1% |
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