-5.7%
CPRT vs STT
+145.1%
-150.8%
-57.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | STT | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.4% | +0.2% | +0.3% | +0.4% |
| 7D | +2.2% | +0.5% | +1.7% | +2.1% |
| 30D | +16.6% | +3.9% | +12.8% | +15.1% |
| 3M | +9.6% | +20.0% | -10.4% | +2.6% |
| 6M | -11.1% | +55.3% | -66.4% | -24.2% |
| YTD | -13.9% | +53.3% | -67.2% | -26.3% |
| 1Y | -32.5% | +74.7% | -107.2% | -45.1% |
| 3Y | -25.0% | +205.8% | -230.9% | -51.0% |
| All | -5.7% | +145.1% | -150.8% | -38.0% |
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