+1,184.4%
STX vs CPRT
-25.5%
+1,209.9%
-40.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | CPRT | Excess | Alpha |
|---|---|---|---|---|
| 1D | +6.3% | +0.4% | +5.9% | +6.4% |
| 7D | +2.4% | +2.2% | +0.1% | +2.6% |
| 30D | +1.4% | +16.6% | -15.3% | +3.0% |
| 3M | -8.2% | +9.6% | -17.8% | -6.4% |
| 6M | +127.0% | -11.1% | +138.1% | +139.7% |
| YTD | +209.1% | -13.9% | +223.0% | +227.0% |
| 1Y | +365.4% | -32.5% | +397.9% | +431.1% |
| All | +1,184.4% | -25.5% | +1,209.9% | +1,234.4% |
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 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