-9.8%
CPRT vs UMC
+145.1%
-154.9%
-57.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | UMC | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.7% | +4.0% | -5.7% | -2.4% |
| 7D | -0.4% | +13.6% | -14.0% | -2.5% |
| 30D | +8.2% | +20.8% | -12.5% | +4.8% |
| 3M | +2.3% | +16.1% | -13.8% | -3.4% |
| 6M | -14.7% | +137.3% | -152.0% | -34.1% |
| YTD | -18.2% | +193.8% | -211.9% | -42.2% |
| 1Y | -33.4% | +236.1% | -269.5% | -55.3% |
| 3Y | -28.3% | +267.1% | -295.4% | -55.4% |
| 5Y | -9.8% | +145.3% | -155.1% | -34.8% |
| All | -9.8% | +145.1% | -154.9% | -34.8% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling