+21,200.5%
CPRT vs UL
+1,780.8%
+19,419.7%
-72.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | UL | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.6% | +0.9% | +0.6% | +1.3% |
| 7D | +1.6% | +0.3% | +1.4% | +1.6% |
| 30D | +18.8% | +7.0% | +11.8% | +16.4% |
| 3M | +9.4% | +5.8% | +3.6% | +7.6% |
| 6M | -4.4% | +16.1% | -20.5% | -8.6% |
| YTD | -17.1% | +4.5% | -21.6% | -18.6% |
| 1Y | -19.9% | -1.3% | -18.6% | -20.1% |
| 3Y | -30.5% | +35.0% | -65.5% | -37.5% |
| 5Y | -15.9% | +31.9% | -47.9% | -24.6% |
| 10Y | +386.7% | +99.3% | +287.4% | +282.6% |
| All | +21,200.5% | +1,780.8% | +19,419.7% | +11,266.4% |
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