+465.1%
STM vs CPRT
+368.4%
+96.6%
-66.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | CPRT | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.6% | -0.5% | +1.1% | +0.9% |
| 7D | +12.0% | -0.4% | +12.4% | +12.3% |
| 30D | -0.4% | +21.2% | -21.5% | -12.0% |
| 3M | -13.2% | +8.3% | -21.5% | -19.7% |
| 6M | -26.1% | -3.4% | -22.7% | -28.6% |
| YTD | +81.2% | -18.7% | +99.9% | +94.7% |
| 1Y | +98.3% | -23.5% | +121.8% | +122.2% |
| 3Y | +16.7% | -34.2% | +50.9% | +41.7% |
| 5Y | -4.8% | -18.2% | +13.4% | -3.3% |
| All | +465.1% | +368.4% | +96.6% | +170.8% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling