-15.0%
CPRT vs STLD
+289.0%
-304.0%
-58.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | STLD | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.5% | +3.8% | -4.2% | -1.2% |
| 7D | +4.0% | -4.7% | +8.7% | +4.8% |
| 30D | +18.2% | -0.9% | +19.2% | +18.2% |
| 3M | +9.2% | -11.9% | +21.0% | +11.3% |
| 6M | -4.8% | +0.9% | -5.7% | -6.3% |
| YTD | -17.5% | +40.4% | -57.9% | -25.3% |
| 1Y | -22.0% | +56.6% | -78.6% | -31.3% |
| 3Y | -33.7% | +125.5% | -159.2% | -48.1% |
| 5Y | -15.0% | +292.8% | -307.8% | -46.1% |
| All | -15.0% | +289.0% | -304.0% | -46.1% |
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