-33.7%
CPRT vs AFRM
+167.0%
-200.7%
-58.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | AFRM | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.5% | -3.1% | +2.6% | -0.2% |
| 7D | +4.0% | -8.4% | +12.4% | +4.9% |
| 30D | +18.2% | -18.3% | +36.5% | +20.5% |
| 3M | +9.2% | -12.7% | +21.9% | +10.4% |
| 6M | -4.8% | +3.0% | -7.9% | -5.6% |
| YTD | -17.5% | -11.4% | -6.1% | -17.6% |
| 1Y | -22.0% | -13.3% | -8.7% | -22.1% |
| 3Y | -33.7% | +194.0% | -227.7% | -38.9% |
| All | -33.7% | +167.0% | -200.7% | -38.9% |
Cumulative growth
Daily Returns
Daily percentage return beside AFRM.
Daily Out/Under-Performance
Portfolio return minus AFRM return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × AFRM 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 3y: compounded portfolio wealth divided by compounded AFRM 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…
3y analysis · Full analysis span regression · 6 months rolling