+361.5%
CPRT vs AFL
+339.8%
+21.7%
-58.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | AFL | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.5% | +0.9% | -1.4% | -0.9% |
| 7D | -0.4% | +2.9% | -3.2% | -1.6% |
| 30D | +21.2% | +8.0% | +13.2% | +17.3% |
| 3M | +8.3% | +5.9% | +2.4% | +5.5% |
| 6M | -3.4% | +11.6% | -15.0% | -8.0% |
| YTD | -18.7% | +17.5% | -36.2% | -24.5% |
| 1Y | -23.5% | +13.3% | -36.8% | -27.9% |
| 3Y | -34.2% | +67.0% | -101.2% | -48.5% |
| 5Y | -18.2% | +150.6% | -168.8% | -47.3% |
| All | +361.5% | +339.8% | +21.7% | +109.7% |
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