-24.4%
CPRT vs STRL
+509.6%
-534.0%
-57.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | STRL | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.4% | +5.8% | -5.3% | +0.3% |
| 7D | +2.2% | +3.4% | -1.2% | +2.1% |
| 30D | +16.6% | -9.2% | +25.9% | +16.8% |
| 3M | +9.6% | -51.0% | +60.6% | +12.0% |
| 6M | -11.1% | +15.8% | -26.9% | -15.1% |
| YTD | -13.9% | +58.9% | -72.7% | -20.5% |
| 1Y | -32.5% | +68.5% | -101.0% | -39.0% |
| All | -24.4% | +509.6% | -534.0% | -44.2% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling