+415.3%
CPRT vs STT
+264.2%
+151.2%
-57.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | STT | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.3% | -1.2% | -2.1% | -2.9% |
| 7D | +0.4% | +2.2% | -1.8% | -0.3% |
| 30D | +9.9% | +3.9% | +6.0% | +8.3% |
| 3M | +5.6% | +19.2% | -13.5% | -1.2% |
| 6M | -13.6% | +60.4% | -74.0% | -27.5% |
| YTD | -16.7% | +51.5% | -68.2% | -28.8% |
| 1Y | -33.1% | +76.3% | -109.4% | -46.0% |
| 3Y | -27.1% | +200.7% | -227.8% | -52.1% |
| 5Y | -9.9% | +157.5% | -167.3% | -39.5% |
| 10Y | +415.3% | +262.0% | +153.3% | +170.9% |
| All | +415.3% | +264.2% | +151.2% | +170.9% |
Cumulative growth
Daily Returns
Daily percentage return beside STT.
Daily Out/Under-Performance
Portfolio return minus STT return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × STT 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 10y: compounded portfolio wealth divided by compounded STT 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…
10y analysis · Full analysis span regression · 6 months rolling