-9.8%
CPRT vs AFL
+133.0%
-142.8%
-57.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | AFL | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.7% | -0.4% | -1.4% | -1.6% |
| 7D | -0.4% | -2.1% | +1.7% | +0.5% |
| 30D | +8.2% | -5.4% | +13.7% | +10.5% |
| 3M | +2.3% | -0.3% | +2.6% | +2.2% |
| 6M | -14.7% | +5.2% | -20.0% | -16.8% |
| YTD | -18.2% | +5.7% | -23.9% | -20.5% |
| 1Y | -33.4% | +10.2% | -43.6% | -36.5% |
| 3Y | -28.3% | +63.4% | -91.8% | -43.9% |
| 5Y | -9.8% | +133.0% | -142.8% | -43.5% |
| All | -9.8% | +133.0% | -142.8% | -43.5% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling