-38.8%
CPRT vs ULTA
+5.8%
-44.5%
-44.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | ULTA | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.6% | +2.1% | -4.7% | -2.9% |
| 7D | -11.2% | -3.1% | -8.1% | -10.7% |
| 30D | +3.3% | +2.8% | +0.5% | +2.8% |
| 3M | -3.6% | +14.8% | -18.3% | -5.9% |
| 6M | -15.8% | -16.2% | +0.5% | -15.5% |
| YTD | -23.5% | -9.6% | -13.9% | -23.3% |
| 1Y | -38.8% | +4.8% | -43.5% | -39.4% |
| All | -38.8% | +5.8% | -44.5% | -39.4% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling