+698.5%
STX vs CPRT
-34.0%
+732.5%
-57.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | CPRT | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.2% | -0.5% | -0.7% | -1.3% |
| 7D | +16.8% | -1.5% | +18.3% | +16.5% |
| 30D | -27.0% | +21.4% | -48.4% | -24.5% |
| 3M | -37.9% | +10.4% | -48.3% | -36.4% |
| 6M | -32.5% | -4.3% | -28.2% | -29.9% |
| YTD | +98.6% | -18.3% | +116.9% | +110.4% |
| 1Y | +93.6% | -22.5% | +116.1% | +107.5% |
| All | +698.5% | -34.0% | +732.5% | +752.8% |
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