+376.0%
CPRT vs STLA
+0.5%
+375.5%
-58.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | STLA | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.4% | -3.5% | +3.1% | +0.5% |
| 7D | -1.4% | -11.6% | +10.2% | +1.6% |
| 30D | +21.5% | -6.2% | +27.7% | +23.0% |
| 3M | +9.4% | -24.6% | +34.0% | +16.5% |
| 6M | -3.3% | -44.9% | +41.6% | +10.6% |
| YTD | -17.8% | -62.3% | +44.4% | +1.6% |
| 1Y | -22.2% | -61.8% | +39.6% | -4.5% |
| 3Y | -34.0% | -75.3% | +41.4% | -12.4% |
| 5Y | -15.4% | -72.5% | +57.1% | +4.9% |
| 10Y | +376.0% | +0.8% | +375.2% | +339.0% |
| All | +376.0% | +0.5% | +375.5% | +339.0% |
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