+412.4%
CPRT vs SFM
+280.6%
+131.8%
-57.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | SFM | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.7% | -3.9% | +2.2% | -1.3% |
| 7D | -0.4% | -7.2% | +6.8% | +0.4% |
| 30D | +8.2% | -14.3% | +22.6% | +10.0% |
| 3M | +2.3% | -13.7% | +16.0% | +3.8% |
| 6M | -14.7% | -6.0% | -8.7% | -14.7% |
| YTD | -18.2% | -8.2% | -10.0% | -18.0% |
| 1Y | -33.4% | -46.2% | +12.9% | -29.2% |
| 3Y | -28.3% | +83.6% | -111.9% | -34.6% |
| 5Y | -9.8% | +212.7% | -222.5% | -23.2% |
| 10Y | +412.4% | +273.0% | +139.4% | +304.4% |
| All | +412.4% | +280.6% | +131.8% | +304.4% |
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 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