+661.5%
STM vs CPRT
+426.9%
+234.7%
-66.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | CPRT | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.9% | +0.4% | +1.5% | +1.6% |
| 7D | +5.8% | +2.2% | +3.6% | +4.3% |
| 30D | -1.0% | +16.6% | -17.6% | -10.7% |
| 3M | -33.3% | +9.6% | -42.8% | -38.9% |
| 6M | +57.4% | -11.1% | +68.5% | +64.3% |
| YTD | +102.2% | -13.9% | +116.1% | +113.8% |
| 1Y | +99.6% | -32.5% | +132.1% | +149.7% |
| 3Y | +14.5% | -25.0% | +39.6% | +29.7% |
| 5Y | +21.4% | -7.4% | +28.8% | +16.0% |
| All | +661.5% | +426.9% | +234.7% | +217.6% |
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