+476.2%
STX vs CPRT
-18.6%
+494.8%
-57.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | CPRT | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.1% | -0.5% | -2.6% | -3.0% |
| 7D | +14.6% | -0.4% | +15.0% | +14.7% |
| 30D | -26.0% | +21.2% | -47.1% | -29.1% |
| 3M | -42.6% | +8.3% | -50.9% | -44.0% |
| 6M | -35.3% | -3.4% | -31.9% | -35.3% |
| YTD | +92.5% | -18.7% | +111.2% | +104.6% |
| 1Y | +102.4% | -23.5% | +125.9% | +121.3% |
| 3Y | +673.8% | -34.2% | +708.0% | +771.9% |
| All | +476.2% | -18.6% | +494.8% | +434.2% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling