-33.1%
CPRT vs STLA
-40.1%
+7.0%
-44.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | STLA | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.3% | -3.1% | -0.3% | -3.2% |
| 7D | +0.4% | +0.7% | -0.3% | +0.4% |
| 30D | +9.9% | -2.4% | +12.3% | +9.8% |
| 3M | +5.6% | -23.9% | +29.5% | +5.7% |
| 6M | -13.6% | -24.6% | +11.0% | -13.6% |
| YTD | -16.7% | -50.5% | +33.8% | -16.9% |
| 1Y | -33.1% | -39.8% | +6.7% | -33.1% |
| All | -33.1% | -40.1% | +7.0% | -33.1% |
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 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