+1,325.1%
CPRT vs STLA
+189.9%
+1,135.3%
-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% | -1.4% | -1.6% |
| 7D | +6.0% | -4.5% | +10.6% | +6.9% |
| 30D | +20.0% | -3.9% | +23.9% | +20.6% |
| 3M | +10.1% | -20.2% | +30.3% | +14.0% |
| 6M | -4.3% | -42.2% | +37.9% | +4.3% |
| YTD | -18.4% | -59.3% | +40.9% | -6.6% |
| 1Y | -20.1% | -56.1% | +36.0% | -10.0% |
| 3Y | -30.4% | -73.7% | +43.2% | -16.4% |
| 5Y | -17.0% | -70.3% | +53.3% | -4.2% |
| 10Y | +403.2% | +23.1% | +380.2% | +373.4% |
| All | +1,325.1% | +189.9% | +1,135.3% | +1,170.7% |
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