+412.4%
CPRT vs STLA
+46.8%
+365.6%
-57.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | STLA | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.7% | -1.9% | +0.1% | -1.3% |
| 7D | -0.4% | +0.4% | -0.8% | -0.5% |
| 30D | +8.2% | -5.2% | +13.4% | +9.6% |
| 3M | +2.3% | -24.9% | +27.2% | +9.2% |
| 6M | -14.7% | -25.2% | +10.4% | -9.5% |
| YTD | -18.2% | -51.4% | +33.2% | -4.6% |
| 1Y | -33.4% | -40.7% | +7.3% | -27.3% |
| 3Y | -28.3% | -66.3% | +37.9% | -12.2% |
| 5Y | -9.8% | -63.2% | +53.4% | +4.4% |
| 10Y | +412.4% | +48.7% | +363.6% | +343.6% |
| All | +412.4% | +46.8% | +365.6% | +343.6% |
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