-32.5%
CPRT vs STZ
-10.2%
-22.3%
-45.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | STZ | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.4% | -0.7% | +1.1% | +0.6% |
| 7D | +2.2% | -1.9% | +4.1% | +2.6% |
| 30D | +16.6% | -1.9% | +18.5% | +17.1% |
| 3M | +9.6% | -6.2% | +15.8% | +11.1% |
| 6M | -11.1% | -14.0% | +2.9% | -9.4% |
| YTD | -13.9% | -5.1% | -8.8% | -14.7% |
| 1Y | -32.5% | -9.6% | -23.0% | -33.8% |
| All | -32.5% | -10.2% | -22.3% | -33.8% |
Cumulative growth
Daily Returns
Daily percentage return beside STZ.
Daily Out/Under-Performance
Portfolio return minus STZ return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × STZ 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 STZ 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