+377.9%
CPRT vs UL
+106.6%
+271.3%
-58.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | UL | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.5% | -0.2% | -0.3% | -0.4% |
| 7D | +4.0% | +2.6% | +1.4% | +3.0% |
| 30D | +18.2% | +6.8% | +11.5% | +15.5% |
| 3M | +9.2% | +5.7% | +3.4% | +7.0% |
| 6M | -4.8% | +15.9% | -20.7% | -9.9% |
| YTD | -17.5% | +4.3% | -21.8% | -19.3% |
| 1Y | -22.0% | -0.4% | -21.6% | -22.5% |
| 3Y | -33.7% | +35.0% | -68.7% | -42.3% |
| 5Y | -15.0% | +31.6% | -46.6% | -26.6% |
| All | +377.9% | +106.6% | +271.3% | +300.1% |
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