+99.6%
STM vs CPRT
-31.2%
+130.8%
-39.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | CPRT | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.9% | +0.4% | +1.5% | +2.0% |
| 7D | +5.8% | +2.2% | +3.6% | +6.3% |
| 30D | -1.0% | +16.6% | -17.6% | +2.8% |
| 3M | -33.3% | +9.6% | -42.8% | -30.9% |
| 6M | +57.4% | -11.1% | +68.5% | +65.6% |
| YTD | +102.2% | -13.9% | +116.1% | +114.3% |
| 1Y | +99.6% | -32.5% | +132.1% | +97.8% |
| All | +99.6% | -31.2% | +130.8% | +97.8% |
Cumulative growth
Daily Returns
Daily percentage return beside CPRT.
Daily Out/Under-Performance
Portfolio return minus CPRT return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × CPRT 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 CPRT 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