+22,034.1%
CPRT vs STZ
+3,943.8%
+18,090.4%
-72.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| 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% | +11.0% |
| 6M | -11.1% | -14.0% | +2.9% | -8.6% |
| YTD | -13.9% | -5.1% | -8.8% | -13.4% |
| 1Y | -32.5% | -9.6% | -23.0% | -31.6% |
| 3Y | -25.0% | -47.2% | +22.2% | -16.0% |
| 5Y | -7.4% | -33.6% | +26.2% | -1.1% |
| 10Y | +422.0% | -9.8% | +431.7% | +415.6% |
| All | +22,034.1% | +3,943.8% | +18,090.4% | +13,909.6% |
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