+18,107.8%
CPRT vs STLD
+7,971.8%
+10,136.0%
-72.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | STLD | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.4% | -7.6% | +7.2% | +1.2% |
| 7D | +9.9% | -12.5% | +22.4% | +12.9% |
| 30D | +21.1% | -6.8% | +27.9% | +22.6% |
| 3M | +12.3% | -16.4% | +28.7% | +15.8% |
| 6M | -2.0% | -6.1% | +4.1% | -2.0% |
| YTD | -17.0% | +32.0% | -49.0% | -23.3% |
| 1Y | -22.5% | +45.5% | -68.0% | -30.0% |
| 3Y | -29.3% | +106.5% | -135.8% | -41.9% |
| 5Y | -15.6% | +267.2% | -282.8% | -40.4% |
| 10Y | +411.6% | +878.9% | -467.3% | +174.5% |
| All | +18,107.8% | +7,971.8% | +10,136.0% | +4,327.4% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling