+361.5%
CPRT vs UMC
+1,272.7%
-911.3%
-58.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | UMC | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.5% | -2.3% | +1.8% | -0.2% |
| 7D | -0.4% | +11.2% | -11.6% | -1.9% |
| 30D | +21.2% | -28.0% | +49.2% | +26.3% |
| 3M | +8.3% | -20.5% | +28.8% | +10.4% |
| 6M | -3.4% | -1.6% | -1.8% | -8.2% |
| YTD | -18.7% | +99.4% | -118.1% | -34.7% |
| 1Y | -23.5% | +120.4% | -143.9% | -40.0% |
| 3Y | -34.2% | +134.2% | -168.4% | -50.1% |
| 5Y | -18.2% | +78.8% | -97.0% | -36.2% |
| All | +361.5% | +1,272.7% | -911.3% | +147.6% |
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 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