+444.1%
STM vs CPRT
+382.0%
+62.1%
-66.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | CPRT | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.4% | -0.5% | +0.8% | +0.6% |
| 7D | -7.9% | +4.0% | -11.9% | -10.2% |
| 30D | -14.1% | +18.2% | -32.4% | -23.0% |
| 3M | -17.6% | +9.2% | -26.8% | -24.1% |
| 6M | -24.2% | -4.8% | -19.4% | -26.0% |
| YTD | +73.3% | -17.5% | +90.8% | +84.7% |
| 1Y | +90.1% | -22.0% | +112.1% | +110.4% |
| 3Y | +10.3% | -33.7% | +44.1% | +33.7% |
| 5Y | -5.7% | -15.0% | +9.2% | -6.5% |
| 10Y | +444.1% | +385.2% | +58.9% | +162.1% |
| All | +444.1% | +382.0% | +62.1% | +162.1% |
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