-36.6%
CPRT vs UMAC
+138.6%
-175.3%
-44.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | UMAC | Excess | Alpha |
|---|---|---|---|---|
| 1D | -4.0% | -3.2% | -0.7% | -4.0% |
| 7D | -8.4% | -4.0% | -4.4% | -8.4% |
| 30D | +4.6% | -9.4% | +14.0% | +4.6% |
| 3M | -1.9% | +3.0% | -4.9% | -1.6% |
| 6M | -15.3% | +27.2% | -42.5% | -15.0% |
| YTD | -21.5% | +84.7% | -106.1% | -21.3% |
| 1Y | -36.6% | +136.5% | -173.1% | -37.4% |
| All | -36.6% | +138.6% | -175.3% | -37.4% |
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