+1,883.6%
STX vs CPRT
+398.2%
+1,485.4%
-57.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | CPRT | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.2% | -1.6% | +0.4% | -0.7% |
| 7D | -28.5% | +6.0% | -34.5% | -30.1% |
| 30D | -42.9% | +20.0% | -62.9% | -46.8% |
| 3M | -45.9% | +10.1% | -56.0% | -48.5% |
| 6M | -41.3% | -4.3% | -37.0% | -42.3% |
| YTD | +67.9% | -18.4% | +86.3% | +75.2% |
| 1Y | +66.5% | -20.1% | +86.6% | +75.1% |
| 3Y | +588.0% | -30.4% | +618.4% | +648.6% |
| 5Y | +449.1% | -17.0% | +466.0% | +433.2% |
| All | +1,883.6% | +398.2% | +1,485.4% | +704.2% |
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