+374.9%
CPRT vs AFL
+303.3%
+71.7%
-57.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | AFL | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.6% | +0.7% | -3.3% | -2.9% |
| 7D | -11.2% | -1.6% | -9.5% | -10.5% |
| 30D | +3.3% | -4.0% | +7.3% | +4.9% |
| 3M | -3.6% | -0.5% | -3.1% | -3.6% |
| 6M | -15.8% | +6.5% | -22.3% | -18.3% |
| YTD | -23.5% | +6.2% | -29.7% | -25.8% |
| 1Y | -38.8% | +8.3% | -47.0% | -41.3% |
| 3Y | -33.4% | +62.5% | -96.0% | -47.4% |
| 5Y | -16.4% | +136.2% | -152.5% | -44.8% |
| All | +374.9% | +303.3% | +71.7% | +130.8% |
Cumulative growth
Daily Returns
Daily percentage return beside AFL.
Daily Out/Under-Performance
Portfolio return minus AFL return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × AFL 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 10y: compounded portfolio wealth divided by compounded AFL 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…
10y analysis · Full analysis span regression · 6 months rolling