-41.3%
STX vs CPRT
-3.2%
-38.1%
-57.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 6mo.
| Period | Portfolio | CPRT | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.2% | -1.6% | +0.4% | -2.5% |
| 7D | -28.5% | +6.0% | -34.5% | -24.5% |
| 30D | -42.9% | +20.0% | -62.9% | -33.4% |
| 3M | -45.9% | +10.1% | -56.0% | -39.5% |
| 6M | -41.3% | -4.3% | -37.0% | -36.3% |
| All | -41.3% | -3.2% | -38.1% | -36.3% |
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 6mo: 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…
6mo analysis · Full analysis span regression · 6 months rolling