+385.2%
CPRT vs URA
+289.1%
+96.1%
-58.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | URA | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.1% | +2.5% | -1.4% | +0.6% |
| 7D | +4.0% | +0.3% | +3.7% | +3.9% |
| 30D | +18.2% | -14.8% | +33.0% | +21.5% |
| 3M | +9.2% | -25.3% | +34.5% | +14.6% |
| 6M | -4.8% | -39.9% | +35.1% | +3.5% |
| YTD | -17.5% | -22.4% | +4.9% | -16.4% |
| 1Y | -22.0% | -29.0% | +7.0% | -19.7% |
| 3Y | -33.7% | +41.0% | -74.7% | -45.3% |
| 5Y | -15.0% | +38.3% | -53.3% | -32.1% |
| 10Y | +385.2% | +276.1% | +109.1% | +166.2% |
| All | +385.2% | +289.1% | +96.1% | +166.2% |
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