+1,347.4%
CPRT vs STLA
+189.2%
+1,158.2%
-58.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | STLA | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.6% | -0.2% | +1.8% | +1.6% |
| 7D | +1.6% | -6.4% | +8.0% | +2.8% |
| 30D | +18.8% | -1.3% | +20.1% | +18.9% |
| 3M | +9.4% | -19.9% | +29.3% | +13.2% |
| 6M | -4.4% | -42.9% | +38.5% | +4.5% |
| YTD | -17.1% | -59.4% | +42.3% | -5.1% |
| 1Y | -19.9% | -56.8% | +36.9% | -9.5% |
| 3Y | -30.5% | -73.1% | +42.6% | -16.9% |
| 5Y | -15.9% | -70.1% | +54.1% | -3.1% |
| 10Y | +386.7% | +19.8% | +366.9% | +359.0% |
| All | +1,347.4% | +189.2% | +1,158.2% | +1,191.1% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling