-23.9%
CPRT vs SFM
-35.8%
+12.0%
-38.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | SFM | Excess | Alpha |
|---|---|---|---|---|
| 1D | +5.0% | +3.6% | +1.4% | +4.7% |
| 7D | +12.6% | -12.3% | +24.9% | +13.0% |
| 30D | +18.0% | -16.2% | +34.2% | +18.9% |
| 3M | +11.0% | -36.8% | +47.7% | +13.7% |
| 6M | -2.0% | -32.6% | +30.6% | +0.1% |
| YTD | -16.7% | -31.7% | +15.0% | -13.8% |
| 1Y | -23.9% | -35.0% | +11.1% | -20.4% |
| All | -23.9% | -35.8% | +12.0% | -20.4% |
Cumulative growth
Daily Returns
Daily percentage return beside SFM.
Daily Out/Under-Performance
Portfolio return minus SFM return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × SFM 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 1y: compounded portfolio wealth divided by compounded SFM 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…
1y analysis · Full analysis span regression · 6 months rolling