+363.9%
CPRT vs STLD
+790.2%
-426.3%
-58.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | STLD | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.5% | -0.8% | +0.3% | -0.3% |
| 7D | -1.5% | +6.9% | -8.3% | -3.0% |
| 30D | +21.4% | -1.5% | +22.8% | +21.4% |
| 3M | +10.4% | -9.7% | +20.1% | +12.1% |
| 6M | -4.3% | +2.3% | -6.6% | -6.3% |
| YTD | -18.3% | +41.0% | -59.3% | -26.7% |
| 1Y | -22.5% | +51.8% | -74.3% | -31.9% |
| 3Y | -34.3% | +126.4% | -160.8% | -49.4% |
| 5Y | -17.8% | +285.7% | -303.5% | -47.1% |
| All | +363.9% | +790.2% | -426.3% | +123.7% |
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