+20,872.3%
CPRT vs STZ
+4,414.5%
+16,457.8%
-72.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | STZ | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.6% | -1.8% | +0.2% | -1.3% |
| 7D | +6.0% | +4.9% | +1.1% | +5.0% |
| 30D | +20.0% | +20.9% | -0.8% | +15.4% |
| 3M | +10.1% | +8.0% | +2.2% | +8.4% |
| 6M | -4.3% | -5.3% | +1.0% | -3.3% |
| YTD | -18.4% | +5.9% | -24.3% | -19.8% |
| 1Y | -20.1% | +14.2% | -34.3% | -22.8% |
| 3Y | -30.4% | -37.0% | +6.6% | -24.8% |
| 5Y | -17.0% | -29.7% | +12.7% | -12.4% |
| 10Y | +403.2% | +5.2% | +398.1% | +382.5% |
| All | +20,872.3% | +4,414.5% | +16,457.8% | +12,874.9% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling