+21,016.7%
CPRT vs UL
+1,757.3%
+19,259.3%
-72.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | UL | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.4% | -1.0% | +0.6% | -0.1% |
| 7D | -1.4% | -1.7% | +0.3% | -0.9% |
| 30D | +21.5% | +4.5% | +17.0% | +20.0% |
| 3M | +9.4% | +5.5% | +4.0% | +7.7% |
| 6M | -3.3% | +17.0% | -20.3% | -7.8% |
| YTD | -17.8% | +3.2% | -21.0% | -19.0% |
| 1Y | -22.2% | -1.9% | -20.3% | -22.2% |
| 3Y | -34.0% | +33.6% | -67.5% | -40.4% |
| 5Y | -15.4% | +31.5% | -46.9% | -24.1% |
| 10Y | +376.0% | +103.9% | +272.0% | +271.9% |
| All | +21,016.7% | +1,757.3% | +19,259.3% | +11,211.7% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling