-33.4%
CPRT vs SFM
-47.5%
+14.1%
-44.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | SFM | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.7% | -3.9% | +2.2% | -1.5% |
| 7D | -0.4% | -7.2% | +6.8% | 0.0% |
| 30D | +8.2% | -14.3% | +22.6% | +9.0% |
| 3M | +2.3% | -13.7% | +16.0% | +3.0% |
| 6M | -14.7% | -6.0% | -8.7% | -14.5% |
| YTD | -18.2% | -8.2% | -10.0% | -17.7% |
| 1Y | -33.4% | -46.2% | +12.9% | -27.7% |
| All | -33.4% | -47.5% | +14.1% | -27.7% |
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