+15.6%
STM vs CPRT
-33.6%
+49.2%
-64.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | CPRT | Excess | Alpha |
|---|---|---|---|---|
| 1D | +3.5% | -0.4% | +3.9% | +3.5% |
| 7D | +1.4% | -1.4% | +2.8% | +1.6% |
| 30D | -8.4% | +21.5% | -29.8% | -11.2% |
| 3M | -15.8% | +9.4% | -25.2% | -17.4% |
| 6M | -22.8% | -3.3% | -19.5% | -21.7% |
| YTD | +79.4% | -17.8% | +97.2% | +95.8% |
| 1Y | +97.0% | -22.2% | +119.2% | +121.5% |
| All | +15.6% | -33.6% | +49.2% | +40.0% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling