-32.2%
CPRT vs STRL
+75.0%
-107.2%
-44.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | STRL | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.3% | +3.2% | -6.6% | -3.1% |
| 7D | +0.4% | +10.1% | -9.7% | +1.0% |
| 30D | +9.9% | -8.2% | +18.1% | +9.4% |
| 3M | +5.6% | -43.7% | +49.3% | +3.2% |
| 6M | -13.6% | +27.1% | -40.7% | -13.1% |
| YTD | -16.7% | +64.0% | -80.7% | -15.6% |
| All | -32.2% | +75.0% | -107.2% | -30.5% |
Cumulative growth
Daily Returns
Daily percentage return beside STRL.
Daily Out/Under-Performance
Portfolio return minus STRL return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × STRL 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 1y: compounded portfolio wealth divided by compounded STRL 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…
1y analysis · Full analysis span regression · 6 months rolling