-15.4%
CPRT vs AFRM
-58.9%
+43.5%
-58.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | AFRM | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.4% | +2.9% | -3.3% | -0.8% |
| 7D | -1.4% | -10.3% | +8.9% | 0.0% |
| 30D | +21.5% | -13.7% | +35.2% | +23.7% |
| 3M | +9.4% | -11.6% | +21.0% | +10.8% |
| 6M | -3.3% | +2.1% | -5.4% | -4.4% |
| YTD | -17.8% | -8.9% | -9.0% | -18.2% |
| 1Y | -22.2% | -9.7% | -12.5% | -22.6% |
| 3Y | -34.0% | +202.5% | -236.4% | -48.8% |
| 5Y | -15.4% | -55.3% | +39.9% | -22.0% |
| All | -15.4% | -58.9% | +43.5% | -22.0% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling