-36.6%
CPRT vs UMC
+227.6%
-264.3%
-44.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | UMC | Excess | Alpha |
|---|---|---|---|---|
| 1D | -4.0% | -2.5% | -1.5% | -4.2% |
| 7D | -8.4% | +11.4% | -19.8% | -7.6% |
| 30D | +4.6% | +16.8% | -12.2% | +6.0% |
| 3M | -1.9% | +19.1% | -21.0% | -1.5% |
| 6M | -15.3% | +137.4% | -152.8% | -14.9% |
| YTD | -21.5% | +186.4% | -207.8% | -22.3% |
| 1Y | -36.6% | +229.1% | -265.7% | -37.9% |
| All | -36.6% | +227.6% | -264.3% | -37.9% |
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