+377.9%
CPRT vs STT
+199.5%
+178.4%
-58.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | STT | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.5% | +0.4% | -0.9% | -0.6% |
| 7D | +4.0% | +1.1% | +2.9% | +3.6% |
| 30D | +18.2% | -1.9% | +20.1% | +18.9% |
| 3M | +9.2% | -7.6% | +16.7% | +11.7% |
| 6M | -4.8% | +16.0% | -20.8% | -10.5% |
| YTD | -17.5% | +36.2% | -53.7% | -27.0% |
| 1Y | -22.0% | +46.8% | -68.8% | -32.9% |
| 3Y | -33.7% | +177.8% | -211.5% | -55.4% |
| 5Y | -15.0% | +105.8% | -120.8% | -38.4% |
| All | +377.9% | +199.5% | +178.4% | +170.7% |
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