+361.5%
CPRT vs URA
+266.3%
+95.2%
-58.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | URA | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.5% | -1.6% | +1.1% | -0.2% |
| 7D | -0.4% | -1.5% | +1.2% | -0.1% |
| 30D | +21.2% | -10.4% | +31.6% | +23.3% |
| 3M | +8.3% | -29.6% | +37.9% | +14.9% |
| 6M | -3.4% | -40.3% | +36.9% | +5.2% |
| YTD | -18.7% | -25.5% | +6.8% | -17.0% |
| 1Y | -23.5% | -26.4% | +2.9% | -22.0% |
| 3Y | -34.2% | +31.4% | -65.6% | -44.8% |
| 5Y | -18.2% | +28.6% | -46.8% | -33.7% |
| All | +361.5% | +266.3% | +95.2% | +147.9% |
Cumulative growth
Daily Returns
Daily percentage return beside URA.
Daily Out/Under-Performance
Portfolio return minus URA return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × URA 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 URA 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