-18.7%
CPRT vs STT
+104.1%
-122.8%
-58.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | STT | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.5% | -0.1% | -0.4% | -0.5% |
| 7D | -0.4% | +4.8% | -5.1% | -1.8% |
| 30D | +21.2% | +3.9% | +17.2% | +19.6% |
| 3M | +8.3% | -8.2% | +16.5% | +10.9% |
| 6M | -3.4% | +15.6% | -19.0% | -8.9% |
| YTD | -18.7% | +37.6% | -56.3% | -28.1% |
| 1Y | -23.5% | +50.1% | -73.6% | -34.5% |
| 3Y | -34.2% | +183.1% | -217.2% | -56.0% |
| All | -18.7% | +104.1% | -122.8% | -41.5% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling