-14.1%
CPRT vs ULTA
+39.1%
-53.2%
-57.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | ULTA | Excess | Alpha |
|---|---|---|---|---|
| 1D | -4.0% | -1.1% | -2.8% | -3.7% |
| 7D | -8.4% | -3.9% | -4.6% | -7.4% |
| 30D | +4.6% | -1.1% | +5.6% | +4.7% |
| 3M | -1.9% | +13.8% | -15.7% | -5.5% |
| 6M | -15.3% | -17.2% | +1.9% | -11.7% |
| YTD | -21.5% | -11.5% | -10.0% | -19.7% |
| 1Y | -36.6% | +3.9% | -40.5% | -38.4% |
| 3Y | -31.2% | +29.5% | -60.7% | -40.5% |
| 5Y | -14.1% | +42.9% | -57.0% | -34.8% |
| All | -14.1% | +39.1% | -53.2% | -34.8% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling