+20,872.3%
CPRT vs STRL
+7,679.1%
+13,193.2%
-72.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | STRL | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.6% | +3.5% | -5.1% | -1.8% |
| 7D | +6.0% | -26.9% | +33.0% | +7.3% |
| 30D | +20.0% | -52.7% | +72.7% | +23.7% |
| 3M | +10.1% | -52.8% | +63.0% | +13.3% |
| 6M | -4.3% | -71.5% | +67.2% | +0.1% |
| YTD | -18.4% | -17.4% | -0.9% | -19.8% |
| 1Y | -20.1% | -35.0% | +14.9% | -20.7% |
| 3Y | -30.4% | +239.2% | -269.6% | -37.3% |
| 5Y | -17.0% | +830.2% | -847.1% | -29.1% |
| 10Y | +403.2% | +3,574.7% | -3,171.5% | +298.5% |
| All | +20,872.3% | +7,679.1% | +13,193.2% | +15,183.4% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling