-15.4%
CPRT vs AEM
+257.7%
-273.1%
-58.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | AEM | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.4% | -2.4% | +2.0% | -0.2% |
| 7D | -1.4% | +1.4% | -2.7% | -1.5% |
| 30D | +21.5% | -1.2% | +22.7% | +21.4% |
| 3M | +9.4% | +2.5% | +6.9% | +8.9% |
| 6M | -3.3% | -5.1% | +1.8% | -3.1% |
| YTD | -17.8% | +10.4% | -28.2% | -19.2% |
| 1Y | -22.2% | +11.8% | -34.0% | -23.6% |
| 3Y | -34.0% | +315.6% | -349.6% | -45.3% |
| 5Y | -15.4% | +266.3% | -281.7% | -27.0% |
| All | -15.4% | +257.7% | -273.1% | -27.0% |
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 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