-33.4%
CPRT vs UL
-8.6%
-24.8%
-44.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | UL | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.7% | -1.7% | -0.1% | -1.3% |
| 7D | -0.4% | -3.2% | +2.8% | +0.4% |
| 30D | +8.2% | -0.6% | +8.8% | +8.4% |
| 3M | +2.3% | +9.4% | -7.1% | +0.7% |
| 6M | -14.7% | -4.1% | -10.6% | -14.8% |
| YTD | -18.2% | -2.0% | -16.2% | -19.4% |
| 1Y | -33.4% | -9.0% | -24.4% | -30.7% |
| All | -33.4% | -8.6% | -24.8% | -30.7% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling