+386.7%
CPRT vs STLD
+779.4%
-392.7%
-58.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | STLD | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.6% | +2.1% | -0.5% | +1.1% |
| 7D | +1.6% | -9.7% | +11.3% | +3.9% |
| 30D | +18.8% | -4.5% | +23.3% | +19.7% |
| 3M | +9.4% | -13.1% | +22.5% | +12.1% |
| 6M | -4.4% | -2.8% | -1.6% | -5.2% |
| YTD | -17.1% | +35.3% | -52.5% | -24.9% |
| 1Y | -19.9% | +51.4% | -71.3% | -29.6% |
| 3Y | -30.5% | +117.9% | -148.4% | -45.9% |
| 5Y | -15.9% | +272.6% | -288.5% | -45.4% |
| 10Y | +386.7% | +782.2% | -395.5% | +146.4% |
| All | +386.7% | +779.4% | -392.7% | +146.4% |
Cumulative growth
Daily Returns
Daily percentage return beside STLD.
Daily Out/Under-Performance
Portfolio return minus STLD return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × STLD 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 10y: compounded portfolio wealth divided by compounded STLD 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…
10y analysis · Full analysis span regression · 6 months rolling