+415.3%
CPRT vs UAL
+103.3%
+312.0%
-57.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | UAL | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.3% | -2.8% | -0.5% | -2.8% |
| 7D | +0.4% | +3.5% | -3.0% | -0.2% |
| 30D | +9.9% | -16.5% | +26.4% | +13.4% |
| 3M | +5.6% | +2.8% | +2.9% | +4.5% |
| 6M | -13.6% | +17.6% | -31.2% | -17.2% |
| YTD | -16.7% | -3.2% | -13.5% | -17.6% |
| 1Y | -33.1% | +0.4% | -33.6% | -34.6% |
| 3Y | -27.1% | +128.2% | -155.2% | -42.0% |
| 5Y | -9.9% | +137.7% | -147.6% | -31.3% |
| 10Y | +415.3% | +99.1% | +316.2% | +281.2% |
| All | +415.3% | +103.3% | +312.0% | +281.2% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling