+4,591.5%
CPRT vs UMC
+259.6%
+4,331.9%
-72.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | UMC | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.4% | +4.6% | -4.2% | -0.4% |
| 7D | +2.2% | +5.0% | -2.7% | +1.3% |
| 30D | +16.6% | +7.7% | +9.0% | +15.0% |
| 3M | +9.6% | +1.7% | +7.9% | +6.8% |
| 6M | -11.1% | +113.9% | -125.0% | -25.2% |
| YTD | -13.9% | +168.9% | -182.8% | -31.3% |
| 1Y | -32.5% | +207.2% | -239.7% | -47.6% |
| 3Y | -25.0% | +227.7% | -252.7% | -43.3% |
| 5Y | -7.4% | +118.0% | -125.4% | -25.6% |
| 10Y | +422.0% | +1,682.1% | -1,260.1% | +172.9% |
| All | +4,591.5% | +259.6% | +4,331.9% | +2,046.9% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling