+1,808.6%
STM vs CPRT
+17,426.8%
-15,618.2%
-94.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | CPRT | Excess | Alpha |
|---|---|---|---|---|
| 1D | +4.4% | -1.6% | +6.1% | +5.0% |
| 7D | -10.7% | +6.0% | -16.8% | -12.8% |
| 30D | -25.7% | +20.0% | -45.8% | -30.8% |
| 3M | -21.6% | +10.1% | -31.7% | -25.3% |
| 6M | -27.8% | -4.3% | -23.5% | -29.0% |
| YTD | +61.8% | -18.4% | +80.1% | +67.6% |
| 1Y | +78.1% | -20.1% | +98.2% | +85.8% |
| 3Y | +4.9% | -30.4% | +35.3% | +14.6% |
| 5Y | -14.3% | -17.0% | +2.7% | -11.2% |
| 10Y | +414.1% | +403.2% | +10.8% | +208.8% |
| All | +1,808.6% | +17,426.8% | -15,618.2% | +487.3% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling