+3,426.5%
STX vs CPRT
+426.9%
+2,999.7%
-57.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | CPRT | Excess | Alpha |
|---|---|---|---|---|
| 1D | +6.3% | +0.4% | +5.9% | +6.2% |
| 7D | +2.4% | +2.2% | +0.1% | +1.5% |
| 30D | +1.4% | +16.6% | -15.3% | -4.5% |
| 3M | -8.2% | +9.6% | -17.8% | -13.4% |
| 6M | +127.0% | -11.1% | +138.1% | +133.5% |
| YTD | +209.1% | -13.9% | +223.0% | +219.5% |
| 1Y | +365.4% | -32.5% | +397.9% | +436.0% |
| 3Y | +1,135.4% | -25.0% | +1,160.4% | +1,217.3% |
| 5Y | +991.5% | -7.4% | +998.9% | +921.0% |
| All | +3,426.5% | +426.9% | +2,999.7% | +1,221.6% |
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