+392.6%
STM vs CPRT
+398.2%
-5.7%
-66.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | CPRT | Excess | Alpha |
|---|---|---|---|---|
| 1D | +4.4% | -1.6% | +6.1% | +5.4% |
| 7D | -10.7% | +6.0% | -16.8% | -14.2% |
| 30D | -25.7% | +20.0% | -45.8% | -34.2% |
| 3M | -21.6% | +10.1% | -31.7% | -28.2% |
| 6M | -27.8% | -4.3% | -23.5% | -29.9% |
| YTD | +61.8% | -18.4% | +80.1% | +73.4% |
| 1Y | +78.1% | -20.1% | +98.2% | +93.3% |
| 3Y | +4.9% | -30.4% | +35.3% | +22.2% |
| 5Y | -14.3% | -17.0% | +2.7% | -13.7% |
| All | +392.6% | +398.2% | -5.7% | +140.3% |
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