-34.2%
CPRT vs AEM
+301.1%
-335.2%
-58.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | AEM | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.5% | 0.0% | -0.6% | -0.5% |
| 7D | -0.4% | -6.8% | +6.5% | +0.2% |
| 30D | +21.2% | +0.8% | +20.4% | +20.8% |
| 3M | +8.3% | -0.8% | +9.1% | +8.2% |
| 6M | -3.4% | -8.5% | +5.1% | -2.8% |
| YTD | -18.7% | +5.9% | -24.6% | -19.2% |
| 1Y | -23.5% | +6.6% | -30.1% | -24.1% |
| 3Y | -34.2% | +302.2% | -336.4% | -46.0% |
| All | -34.2% | +301.1% | -335.2% | -46.0% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling