-21.9%
CPRT vs STT
+46.5%
-68.4%
-36.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | STT | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.5% | +0.4% | -0.9% | -0.5% |
| 7D | +4.0% | +1.1% | +2.9% | +4.0% |
| 30D | +18.2% | -1.9% | +20.1% | +18.2% |
| 3M | +9.2% | -7.6% | +16.7% | +9.0% |
| 6M | -4.8% | +16.0% | -20.8% | -8.9% |
| YTD | -17.5% | +36.2% | -53.7% | -24.0% |
| All | -21.9% | +46.5% | -68.4% | -27.9% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling