+387.6%
CPRT vs UMC
+1,818.5%
-1,430.9%
-57.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | UMC | Excess | Alpha |
|---|---|---|---|---|
| 1D | -4.0% | -2.5% | -1.5% | -3.6% |
| 7D | -8.4% | +11.4% | -19.8% | -10.0% |
| 30D | +4.6% | +16.8% | -12.2% | +1.9% |
| 3M | -1.9% | +19.1% | -21.0% | -7.2% |
| 6M | -15.3% | +137.4% | -152.8% | -31.1% |
| YTD | -21.5% | +186.4% | -207.8% | -39.6% |
| 1Y | -36.6% | +229.1% | -265.7% | -52.9% |
| 3Y | -31.2% | +257.9% | -289.1% | -50.7% |
| 5Y | -14.1% | +137.5% | -151.7% | -35.1% |
| All | +387.6% | +1,818.5% | -1,430.9% | +146.5% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling