-36.6%
CPRT vs AEM
+28.8%
-65.4%
-44.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | AEM | Excess | Alpha |
|---|---|---|---|---|
| 1D | -4.0% | -2.9% | -1.1% | -3.8% |
| 7D | -8.4% | -5.0% | -3.4% | -8.0% |
| 30D | +4.6% | +8.5% | -3.9% | +4.2% |
| 3M | -1.9% | +29.3% | -31.2% | -2.5% |
| 6M | -15.3% | -12.9% | -2.4% | -14.6% |
| YTD | -21.5% | +16.8% | -38.2% | -20.8% |
| 1Y | -36.6% | +29.8% | -66.5% | -38.7% |
| All | -36.6% | +28.8% | -65.4% | -38.7% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling