+15,314.9%
CPRT vs AEIS
+2,566.8%
+12,748.1%
-72.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | AEIS | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.4% | +2.4% | -2.0% | 0.0% |
| 7D | +2.2% | +3.0% | -0.7% | +1.8% |
| 30D | +16.6% | -14.6% | +31.3% | +19.2% |
| 3M | +9.6% | -12.4% | +22.0% | +9.8% |
| 6M | -11.1% | -15.0% | +3.8% | -11.4% |
| YTD | -13.9% | +34.3% | -48.2% | -20.7% |
| 1Y | -32.5% | +87.4% | -119.9% | -41.7% |
| 3Y | -25.0% | +139.8% | -164.8% | -39.1% |
| 5Y | -7.4% | +220.7% | -228.1% | -28.7% |
| 10Y | +422.0% | +531.6% | -109.6% | +246.6% |
| All | +15,314.9% | +2,566.8% | +12,748.1% | +6,409.2% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling