-23.9%
CPRT vs STLA
-53.0%
+29.1%
-38.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | STLA | Excess | Alpha |
|---|---|---|---|---|
| 1D | +5.0% | +3.8% | +1.2% | +4.8% |
| 7D | +12.6% | -0.6% | +13.3% | +12.7% |
| 30D | +18.0% | +3.6% | +14.4% | +17.6% |
| 3M | +11.0% | -20.6% | +31.6% | +11.5% |
| 6M | -2.0% | -34.3% | +32.3% | -1.5% |
| YTD | -16.7% | -57.3% | +40.6% | -17.3% |
| 1Y | -23.9% | -52.6% | +28.8% | -24.3% |
| All | -23.9% | -53.0% | +29.1% | -24.3% |
Cumulative growth
Daily Returns
Daily percentage return beside STLA.
Daily Out/Under-Performance
Portfolio return minus STLA return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × STLA 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 STLA 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