+385.2%
CPRT vs SFM
+138.5%
+246.7%
-58.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | SFM | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.5% | -1.4% | +1.0% | -0.3% |
| 7D | +4.0% | -6.9% | +10.9% | +4.9% |
| 30D | +18.2% | -25.0% | +43.2% | +21.7% |
| 3M | +9.2% | -42.7% | +51.9% | +15.7% |
| 6M | -4.8% | -41.0% | +36.2% | +0.3% |
| YTD | -17.5% | -38.7% | +21.2% | -13.8% |
| 1Y | -22.0% | -38.1% | +16.1% | -18.6% |
| 3Y | -33.7% | +19.3% | -53.1% | -36.8% |
| 5Y | -15.0% | +103.1% | -118.1% | -24.5% |
| 10Y | +385.2% | +131.1% | +254.1% | +311.6% |
| All | +385.2% | +138.5% | +246.7% | +311.6% |
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