-9.9%
CPRT vs SFM
+219.5%
-229.4%
-57.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | SFM | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.3% | -6.5% | +3.2% | -2.5% |
| 7D | +0.4% | -5.8% | +6.2% | +1.1% |
| 30D | +9.9% | -11.4% | +21.3% | +11.4% |
| 3M | +5.6% | -12.2% | +17.8% | +7.1% |
| 6M | -13.6% | -5.2% | -8.5% | -13.6% |
| YTD | -16.7% | -4.5% | -12.3% | -17.0% |
| 1Y | -33.1% | -45.4% | +12.3% | -28.1% |
| 3Y | -27.1% | +91.1% | -118.1% | -35.4% |
| 5Y | -9.9% | +226.8% | -236.7% | -22.3% |
| All | -9.9% | +219.5% | -229.4% | -22.3% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling