+386.7%
CPRT vs STLA
+21.0%
+365.7%
-58.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | STLA | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.6% | -0.2% | +1.8% | +1.6% |
| 7D | +1.6% | -6.4% | +8.0% | +3.3% |
| 30D | +18.8% | -1.3% | +20.1% | +18.9% |
| 3M | +9.4% | -19.9% | +29.3% | +14.8% |
| 6M | -4.4% | -42.9% | +38.5% | +8.4% |
| YTD | -17.1% | -59.4% | +42.3% | +0.6% |
| 1Y | -19.9% | -56.8% | +36.9% | -4.8% |
| 3Y | -30.5% | -73.1% | +42.6% | -9.9% |
| 5Y | -15.9% | -70.1% | +54.1% | +2.0% |
| 10Y | +386.7% | +19.8% | +366.9% | +348.1% |
| All | +386.7% | +21.0% | +365.7% | +348.1% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling