-30.4%
CPRT vs STT
+165.4%
-195.8%
-58.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | STT | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.6% | +0.2% | -1.8% | -1.7% |
| 7D | +6.0% | -2.5% | +8.5% | +6.6% |
| 30D | +20.0% | -5.0% | +25.0% | +21.3% |
| 3M | +10.1% | -10.5% | +20.6% | +12.6% |
| 6M | -4.3% | +10.0% | -14.3% | -8.2% |
| YTD | -18.4% | +30.7% | -49.1% | -26.1% |
| 1Y | -20.1% | +43.8% | -63.9% | -29.9% |
| 3Y | -30.4% | +168.1% | -198.5% | -51.1% |
| All | -30.4% | +165.4% | -195.8% | -51.1% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling