+361.5%
CPRT vs SFM
+140.2%
+221.3%
-58.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | SFM | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.5% | +1.3% | -1.9% | -0.7% |
| 7D | -0.4% | +6.0% | -6.4% | -1.1% |
| 30D | +21.2% | -19.5% | +40.6% | +23.6% |
| 3M | +8.3% | -37.0% | +45.3% | +13.5% |
| 6M | -3.4% | -41.0% | +37.6% | +1.8% |
| YTD | -18.7% | -34.6% | +15.9% | -15.7% |
| 1Y | -23.5% | -36.3% | +12.7% | -20.5% |
| 3Y | -34.2% | +24.5% | -58.7% | -37.5% |
| 5Y | -18.2% | +115.9% | -134.1% | -27.8% |
| All | +361.5% | +140.2% | +221.3% | +282.5% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling