+123.8%
STX vs CPRT
-24.7%
+148.5%
-49.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | CPRT | Excess | Alpha |
|---|---|---|---|---|
| 1D | -8.1% | +5.0% | -13.2% | -4.8% |
| 7D | -20.2% | +12.6% | -32.8% | -13.2% |
| 30D | -37.2% | +18.0% | -55.2% | -29.5% |
| 3M | -34.1% | +11.0% | -45.0% | -27.9% |
| 6M | -24.5% | -2.0% | -22.4% | -17.7% |
| YTD | +102.9% | -16.7% | +119.6% | +109.2% |
| 1Y | +123.8% | -23.9% | +147.7% | +116.4% |
| All | +123.8% | -24.7% | +148.5% | +116.4% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling