+1,019.5%
STX vs CPRT
-7.1%
+1,026.6%
-57.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | CPRT | Excess | Alpha |
|---|---|---|---|---|
| 1D | +6.3% | +0.4% | +5.9% | +6.2% |
| 7D | +2.4% | +2.2% | +0.1% | +1.8% |
| 30D | +1.4% | +16.6% | -15.3% | -2.6% |
| 3M | -8.2% | +9.6% | -17.8% | -11.6% |
| 6M | +127.0% | -11.1% | +138.1% | +137.3% |
| YTD | +209.1% | -13.9% | +223.0% | +224.6% |
| 1Y | +365.4% | -32.5% | +397.9% | +448.1% |
| 3Y | +1,135.4% | -25.0% | +1,160.4% | +1,212.8% |
| All | +1,019.5% | -7.1% | +1,026.6% | +870.6% |
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 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