-34.2%
CPRT vs STLA
-77.1%
+43.0%
-58.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | STLA | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.5% | -1.0% | +0.5% | -0.4% |
| 7D | -0.4% | -13.8% | +13.4% | +1.4% |
| 30D | +21.2% | -10.5% | +31.7% | +22.7% |
| 3M | +8.3% | -28.9% | +37.2% | +12.4% |
| 6M | -3.4% | -49.7% | +46.4% | +3.9% |
| YTD | -18.7% | -64.9% | +46.2% | -9.4% |
| 1Y | -23.5% | -64.0% | +40.5% | -15.2% |
| 3Y | -34.2% | -77.4% | +43.3% | -21.4% |
| All | -34.2% | -77.1% | +43.0% | -21.4% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling