+387.6%
CPRT vs AEM
+369.2%
+18.4%
-57.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 2016-09-10 to 2026-09-10.
| Period | Portfolio | AEM | Excess | Alpha |
|---|---|---|---|---|
| 1D | -4.0% | -2.9% | -1.1% | -3.7% |
| 7D | -8.4% | -5.0% | -3.4% | -8.0% |
| 30D | +4.6% | +8.5% | -3.9% | +3.9% |
| 3M | -1.9% | +29.3% | -31.2% | -4.1% |
| 6M | -15.3% | -12.9% | -2.4% | -14.6% |
| YTD | -21.5% | +16.8% | -38.2% | -22.9% |
| 1Y | -36.6% | +29.8% | -66.5% | -38.6% |
| 3Y | -31.2% | +336.7% | -367.9% | -41.0% |
| 5Y | -14.1% | +299.9% | -314.1% | -26.8% |
| All | +387.6% | +369.2% | +18.4% | +310.8% |
Cumulative growth
Daily Returns
Daily percentage return beside AEM.
Daily Out/Under-Performance
Portfolio return minus AEM return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × AEM 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 2016-09-10 to 2026-09-10: compounded portfolio wealth divided by compounded AEM 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…
2016-09-10 to 2026-09-10 analysis · Full analysis span regression · 6 months rolling