-34.9%
CPRT vs UMAC
+508.0%
-542.9%
-57.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | UMAC | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.7% | -6.4% | +4.6% | -1.7% |
| 7D | -0.4% | +3.3% | -3.7% | -0.4% |
| 30D | +8.2% | -10.4% | +18.6% | +8.3% |
| 3M | +2.3% | +1.8% | +0.5% | +2.2% |
| 6M | -14.7% | +40.7% | -55.5% | -15.5% |
| YTD | -18.2% | +90.9% | -109.1% | -19.4% |
| 1Y | -33.4% | +151.8% | -185.1% | -34.8% |
| All | -34.9% | +508.0% | -542.9% | -37.7% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling