+21,298.9%
CPRT vs AFL
+8,174.4%
+13,124.5%
-72.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | AFL | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.3% | -1.7% | -1.6% | -2.9% |
| 7D | +0.4% | -0.7% | +1.1% | +0.6% |
| 30D | +9.9% | -7.1% | +17.0% | +11.8% |
| 3M | +5.6% | +0.4% | +5.2% | +5.4% |
| 6M | -13.6% | +4.5% | -18.2% | -14.7% |
| YTD | -16.7% | +6.1% | -22.8% | -18.1% |
| 1Y | -33.1% | +10.6% | -43.7% | -35.0% |
| 3Y | -27.1% | +64.0% | -91.1% | -36.1% |
| 5Y | -9.9% | +133.7% | -143.6% | -27.8% |
| 10Y | +415.3% | +298.0% | +117.3% | +257.3% |
| All | +21,298.9% | +8,174.4% | +13,124.5% | +8,661.3% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling