-3.3%
CPRT vs AEIS
-35.1%
+31.8%
-23.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 6mo.
| Period | Portfolio | AEIS | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.4% | +4.5% | -4.9% | +0.4% |
| 7D | -1.4% | +9.5% | -10.9% | +0.5% |
| 30D | +21.5% | -17.5% | +39.0% | +18.1% |
| 3M | +9.4% | -29.3% | +38.7% | +4.3% |
| 6M | -3.3% | -34.7% | +31.4% | -8.1% |
| All | -3.3% | -35.1% | +31.8% | -8.1% |
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 6mo: 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…
6mo analysis · Full analysis span regression · 6 months rolling