-33.8%
CPRT vs UAL
+194.5%
-228.3%
-58.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | UAL | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.5% | -6.0% | +5.5% | +0.2% |
| 7D | -1.5% | +0.7% | -2.2% | -1.6% |
| 30D | +21.4% | +7.8% | +13.6% | +20.2% |
| 3M | +10.4% | -11.1% | +21.5% | +11.6% |
| 6M | -4.3% | +16.1% | -20.4% | -6.6% |
| YTD | -18.3% | -0.5% | -17.8% | -19.1% |
| 1Y | -22.5% | +11.3% | -33.8% | -24.4% |
| All | -33.8% | +194.5% | -228.3% | -41.1% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling