-23.9%
CPRT vs UAL
+22.8%
-46.7%
-38.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | UAL | Excess | Alpha |
|---|---|---|---|---|
| 1D | +5.0% | +8.0% | -3.0% | +4.3% |
| 7D | +12.6% | +11.9% | +0.7% | +11.6% |
| 30D | +18.0% | +5.2% | +12.7% | +17.2% |
| 3M | +11.0% | -12.7% | +23.7% | +11.8% |
| 6M | -2.0% | +28.5% | -30.5% | -4.1% |
| YTD | -16.7% | +3.5% | -20.2% | -17.7% |
| 1Y | -23.9% | +27.5% | -51.4% | -22.6% |
| All | -23.9% | +22.8% | -46.7% | -22.6% |
Cumulative growth
Daily Returns
Daily percentage return beside UAL.
Daily Out/Under-Performance
Portfolio return minus UAL return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × UAL 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 1y: compounded portfolio wealth divided by compounded UAL 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…
1y analysis · Full analysis span regression · 6 months rolling