+712.5%
CPRT vs SFM
+132.6%
+580.0%
-57.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | SFM | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.4% | +2.9% | -2.5% | +0.1% |
| 7D | +2.2% | -0.1% | +2.3% | +2.2% |
| 30D | +16.6% | -4.4% | +21.0% | +17.1% |
| 3M | +9.6% | +1.5% | +8.1% | +9.1% |
| 6M | -11.1% | +6.5% | -17.6% | -12.4% |
| YTD | -13.9% | +2.2% | -16.0% | -14.8% |
| 1Y | -32.5% | -41.9% | +9.4% | -28.7% |
| 3Y | -25.0% | +106.8% | -131.8% | -33.3% |
| 5Y | -7.4% | +231.6% | -238.9% | -23.4% |
| 10Y | +422.0% | +258.4% | +163.5% | +309.6% |
| All | +712.5% | +132.6% | +580.0% | +589.9% |
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