-9.8%
CPRT vs AEM
+296.4%
-306.2%
-57.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | AEM | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.7% | +0.4% | -2.1% | -1.8% |
| 7D | -0.4% | +3.0% | -3.4% | -0.7% |
| 30D | +8.2% | +12.5% | -4.2% | +7.2% |
| 3M | +2.3% | +26.9% | -24.6% | +0.2% |
| 6M | -14.7% | -9.4% | -5.3% | -14.2% |
| YTD | -18.2% | +20.3% | -38.5% | -19.9% |
| 1Y | -33.4% | +33.8% | -67.2% | -35.6% |
| 3Y | -28.3% | +349.8% | -378.1% | -40.1% |
| 5Y | -9.8% | +301.0% | -310.8% | -25.7% |
| All | -9.8% | +296.4% | -306.2% | -25.7% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling