+1,285.4%
CPRT vs ULTA
+1,583.0%
-297.6%
-57.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | ULTA | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.3% | -2.6% | -0.7% | -2.8% |
| 7D | +0.4% | +0.7% | -0.3% | +0.3% |
| 30D | +9.9% | -2.8% | +12.7% | +10.4% |
| 3M | +5.6% | +18.7% | -13.0% | +2.1% |
| 6M | -13.6% | -15.0% | +1.4% | -11.5% |
| YTD | -16.7% | -9.2% | -7.5% | -15.8% |
| 1Y | -33.1% | +5.7% | -38.8% | -34.5% |
| 3Y | -27.1% | +32.8% | -59.8% | -33.0% |
| 5Y | -9.9% | +46.0% | -55.8% | -19.2% |
| 10Y | +415.3% | +125.5% | +289.8% | +305.6% |
| All | +1,285.4% | +1,583.0% | -297.6% | +587.5% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling