+412.4%
CPRT vs UL
+65.2%
+347.2%
-57.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | UL | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.7% | -1.7% | -0.1% | -1.1% |
| 7D | -0.4% | -3.2% | +2.8% | +0.8% |
| 30D | +8.2% | -0.6% | +8.8% | +8.5% |
| 3M | +2.3% | +9.4% | -7.1% | -1.1% |
| 6M | -14.7% | -4.1% | -10.6% | -13.7% |
| YTD | -18.2% | -2.0% | -16.2% | -18.2% |
| 1Y | -33.4% | -9.0% | -24.4% | -31.6% |
| 3Y | -28.3% | +21.8% | -50.1% | -35.1% |
| 5Y | -9.8% | +20.6% | -30.4% | -19.5% |
| 10Y | +412.4% | +67.7% | +344.7% | +344.8% |
| All | +412.4% | +65.2% | +347.2% | +344.8% |
Cumulative growth
Daily Returns
Daily percentage return beside UL.
Daily Out/Under-Performance
Portfolio return minus UL return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × UL 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 UL 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