+2,067.6%
CPRT vs UAL
+242.1%
+1,825.6%
-57.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | UAL | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.4% | +2.5% | -2.1% | +0.1% |
| 7D | +2.2% | +0.7% | +1.5% | +2.1% |
| 30D | +16.6% | -16.1% | +32.7% | +19.1% |
| 3M | +9.6% | +6.1% | +3.5% | +8.4% |
| 6M | -11.1% | +10.8% | -22.0% | -13.0% |
| YTD | -13.9% | -0.4% | -13.5% | -14.7% |
| 1Y | -32.5% | +5.0% | -37.5% | -33.9% |
| 3Y | -25.0% | +124.0% | -149.0% | -35.1% |
| 5Y | -7.4% | +141.0% | -148.4% | -21.9% |
| 10Y | +422.0% | +118.0% | +304.0% | +317.8% |
| All | +2,067.6% | +242.1% | +1,825.6% | +1,250.3% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling