-23.9%
CPRT vs UMC
+112.5%
-136.4%
-38.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | UMC | Excess | Alpha |
|---|---|---|---|---|
| 1D | +5.0% | -2.1% | +7.1% | +4.8% |
| 7D | +12.6% | -14.7% | +27.3% | +10.7% |
| 30D | +18.0% | -32.9% | +50.8% | +13.4% |
| 3M | +11.0% | -22.2% | +33.1% | +8.6% |
| 6M | -2.0% | +25.9% | -27.9% | -3.7% |
| YTD | -16.7% | +107.9% | -124.6% | -18.2% |
| 1Y | -23.9% | +115.0% | -138.9% | -25.6% |
| All | -23.9% | +112.5% | -136.4% | -25.6% |
Cumulative growth
Daily Returns
Daily percentage return beside UMC.
Daily Out/Under-Performance
Portfolio return minus UMC return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × UMC 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 UMC 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