-23.9%
CPRT vs UMAC
+2.9%
-26.8%
-38.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | UMAC | Excess | Alpha |
|---|---|---|---|---|
| 1D | +5.0% | -10.9% | +15.9% | +4.9% |
| 7D | +12.6% | -26.0% | +38.7% | +12.3% |
| 30D | +18.0% | -40.3% | +58.3% | +17.5% |
| 3M | +11.0% | -51.1% | +62.1% | +10.4% |
| 6M | -2.0% | -5.6% | +3.6% | -1.5% |
| YTD | -16.7% | +2.3% | -19.0% | -16.9% |
| 1Y | -23.9% | +7.9% | -31.7% | -24.3% |
| All | -23.9% | +2.9% | -26.8% | -24.3% |
Cumulative growth
Daily Returns
Daily percentage return beside UMAC.
Daily Out/Under-Performance
Portfolio return minus UMAC return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × UMAC 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 UMAC 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