+374.9%
CPRT vs ULTA
+132.3%
+242.6%
-57.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | ULTA | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.6% | +2.1% | -4.7% | -3.2% |
| 7D | -11.2% | -3.1% | -8.1% | -10.4% |
| 30D | +3.3% | +2.8% | +0.5% | +2.3% |
| 3M | -3.6% | +14.8% | -18.3% | -7.3% |
| 6M | -15.8% | -16.2% | +0.5% | -12.5% |
| YTD | -23.5% | -9.6% | -13.9% | -22.2% |
| 1Y | -38.8% | +4.8% | -43.5% | -40.5% |
| 3Y | -33.4% | +30.7% | -64.1% | -41.3% |
| 5Y | -16.4% | +45.9% | -62.2% | -29.5% |
| All | +374.9% | +132.3% | +242.6% | +223.9% |
Cumulative growth
Daily Returns
Daily percentage return beside ULTA.
Daily Out/Under-Performance
Portfolio return minus ULTA return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × ULTA 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 ULTA 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