+669.9%
CPRT vs SFM
+40.3%
+629.6%
-58.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | SFM | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.6% | -4.8% | +3.2% | -1.0% |
| 7D | +6.0% | -1.2% | +7.2% | +6.2% |
| 30D | +20.0% | -24.8% | +44.8% | +23.7% |
| 3M | +10.1% | -43.7% | +53.8% | +17.4% |
| 6M | -4.3% | -37.3% | +32.9% | +0.4% |
| YTD | -18.4% | -38.4% | +20.0% | -14.6% |
| 1Y | -20.1% | -36.9% | +16.8% | -16.7% |
| 3Y | -30.4% | +20.7% | -51.1% | -34.1% |
| 5Y | -17.0% | +103.5% | -120.5% | -27.4% |
| 10Y | +403.2% | +139.7% | +263.5% | +313.2% |
| All | +669.9% | +40.3% | +629.6% | +591.9% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling