+7.3%
CPRT vs AFRM
-25.1%
+32.4%
-58.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | AFRM | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.6% | -2.2% | +0.6% | -1.4% |
| 7D | +6.0% | -7.3% | +13.3% | +6.9% |
| 30D | +20.0% | -9.6% | +29.6% | +21.3% |
| 3M | +10.1% | -11.1% | +21.2% | +11.3% |
| 6M | -4.3% | +3.9% | -8.2% | -5.4% |
| YTD | -18.4% | -8.5% | -9.9% | -18.7% |
| 1Y | -20.1% | +3.3% | -23.3% | -21.7% |
| 3Y | -30.4% | +213.7% | -244.1% | -44.0% |
| 5Y | -17.0% | -58.5% | +41.6% | -31.4% |
| All | +7.3% | -25.1% | +32.4% | -15.1% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling