-20.1%
CPRT vs UAL
+18.2%
-38.3%
-36.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | UAL | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.6% | +2.0% | -3.7% | -1.8% |
| 7D | +6.0% | +8.2% | -2.1% | +5.3% |
| 30D | +20.0% | +2.3% | +17.7% | +19.5% |
| 3M | +10.1% | -12.7% | +22.8% | +11.0% |
| 6M | -4.3% | +12.7% | -17.0% | -5.5% |
| YTD | -18.4% | +0.8% | -19.2% | -19.1% |
| 1Y | -20.1% | +17.8% | -37.9% | -19.0% |
| All | -20.1% | +18.2% | -38.3% | -19.0% |
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