+1,404.1%
CPRT vs STLA
+263.8%
+1,140.3%
-57.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | STLA | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.4% | +1.3% | -0.9% | +0.2% |
| 7D | +2.2% | +2.6% | -0.4% | +1.8% |
| 30D | +16.6% | -1.2% | +17.9% | +16.8% |
| 3M | +9.6% | -24.8% | +34.4% | +14.7% |
| 6M | -11.1% | -25.6% | +14.4% | -7.1% |
| YTD | -13.9% | -48.9% | +35.1% | -4.8% |
| 1Y | -32.5% | -38.8% | +6.2% | -28.4% |
| 3Y | -25.0% | -64.5% | +39.5% | -14.3% |
| 5Y | -7.4% | -62.4% | +55.1% | +3.0% |
| 10Y | +422.0% | +55.4% | +366.6% | +373.2% |
| All | +1,404.1% | +263.8% | +1,140.3% | +1,194.5% |
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