+14,450.9%
CPRT vs AEIS
+1,985.6%
+12,465.3%
-72.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | AEIS | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.5% | -4.0% | +3.4% | +0.1% |
| 7D | -0.4% | +11.5% | -11.9% | -2.1% |
| 30D | +21.2% | -15.8% | +36.9% | +23.0% |
| 3M | +8.3% | -33.3% | +41.6% | +13.3% |
| 6M | -3.4% | -35.2% | +31.8% | -0.4% |
| YTD | -18.7% | +5.0% | -23.7% | -23.4% |
| 1Y | -23.5% | +8.5% | -32.0% | -28.5% |
| 3Y | -34.2% | +152.9% | -187.0% | -47.8% |
| 5Y | -18.2% | +144.6% | -162.8% | -35.2% |
| 10Y | +370.9% | +337.1% | +33.8% | +225.6% |
| All | +14,450.9% | +1,985.6% | +12,465.3% | +6,185.0% |
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