-28.8%
CPRT vs UMC
+262.0%
-290.8%
-57.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | UMC | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.7% | +4.0% | -5.7% | -1.8% |
| 7D | -0.4% | +13.6% | -14.0% | -0.7% |
| 30D | +8.2% | +20.8% | -12.5% | +7.7% |
| 3M | +2.3% | +16.1% | -13.8% | +0.3% |
| 6M | -14.7% | +137.3% | -152.0% | -23.9% |
| YTD | -18.2% | +193.8% | -211.9% | -31.0% |
| 1Y | -33.4% | +236.1% | -269.5% | -45.6% |
| All | -28.8% | +262.0% | -290.8% | -47.0% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling