+415.3%
CPRT vs STZ
-14.3%
+429.6%
-57.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | STZ | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.3% | -5.6% | +2.3% | -1.3% |
| 7D | +0.4% | -7.4% | +7.8% | +3.2% |
| 30D | +9.9% | -10.9% | +20.8% | +14.4% |
| 3M | +5.6% | -13.4% | +19.1% | +11.1% |
| 6M | -13.6% | -16.2% | +2.6% | -8.6% |
| YTD | -16.7% | -10.4% | -6.3% | -14.6% |
| 1Y | -33.1% | -14.8% | -18.4% | -30.4% |
| 3Y | -27.1% | -50.1% | +23.1% | -8.8% |
| 5Y | -9.9% | -38.8% | +28.9% | +2.9% |
| 10Y | +415.3% | -14.1% | +429.4% | +401.8% |
| All | +415.3% | -14.3% | +429.6% | +401.8% |
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 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