+363.9%
CPRT vs STZ
+12.6%
+351.3%
-58.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | STZ | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.5% | +0.3% | -0.9% | -0.7% |
| 7D | -1.5% | 0.0% | -1.5% | -1.5% |
| 30D | +21.3% | +14.7% | +6.6% | +15.5% |
| 3M | +10.4% | +8.8% | +1.6% | +6.9% |
| 6M | -4.3% | +3.1% | -7.4% | -5.6% |
| YTD | -18.3% | +7.9% | -26.2% | -21.7% |
| 1Y | -22.5% | +14.2% | -36.7% | -27.5% |
| 3Y | -34.3% | -35.2% | +0.9% | -25.5% |
| 5Y | -17.8% | -29.6% | +11.8% | -10.5% |
| All | +363.9% | +12.6% | +351.3% | +319.1% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling