+427.4%
CPRT vs STLD
+1,087.1%
-659.7%
-57.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | STLD | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.4% | -1.6% | +2.0% | +0.8% |
| 7D | +2.2% | +3.1% | -0.9% | +1.4% |
| 30D | +16.6% | -9.0% | +25.6% | +18.8% |
| 3M | +9.6% | -12.4% | +22.0% | +12.3% |
| 6M | -11.1% | +25.5% | -36.6% | -17.2% |
| YTD | -13.9% | +43.6% | -57.5% | -22.7% |
| 1Y | -32.5% | +87.2% | -119.7% | -43.8% |
| 3Y | -25.0% | +135.2% | -160.3% | -42.6% |
| 5Y | -7.4% | +290.9% | -298.3% | -40.4% |
| All | +427.4% | +1,087.1% | -659.7% | +126.9% |
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