-27.1%
CPRT vs UL
+24.1%
-51.1%
-57.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | UL | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.3% | -1.0% | -2.3% | -3.1% |
| 7D | +0.4% | -1.3% | +1.7% | +0.7% |
| 30D | +9.9% | +0.9% | +9.0% | +9.7% |
| 3M | +5.6% | +14.2% | -8.6% | +2.9% |
| 6M | -13.6% | -3.2% | -10.4% | -13.3% |
| YTD | -16.7% | -0.3% | -16.4% | -17.3% |
| 1Y | -33.1% | -8.8% | -24.4% | -32.3% |
| 3Y | -27.1% | +23.9% | -50.9% | -32.3% |
| All | -27.1% | +24.1% | -51.1% | -32.3% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling