-17.1%
CPRT vs STLD
+255.4%
-272.5%
-58.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | STLD | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.6% | +0.5% | -2.1% | -1.7% |
| 7D | +6.0% | -11.1% | +17.2% | +8.3% |
| 30D | +20.0% | -4.8% | +24.8% | +20.8% |
| 3M | +10.1% | -14.6% | +24.7% | +12.8% |
| 6M | -4.3% | -7.4% | +3.1% | -4.2% |
| YTD | -18.4% | +32.6% | -51.0% | -25.3% |
| 1Y | -20.1% | +47.3% | -67.4% | -28.8% |
| 3Y | -30.4% | +107.5% | -137.9% | -44.6% |
| All | -17.1% | +255.4% | -272.5% | -46.8% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling