+392.8%
CPRT vs URA
+278.3%
+114.5%
-58.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | URA | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.6% | +4.4% | -6.0% | -2.4% |
| 7D | +6.0% | -4.1% | +10.2% | +6.8% |
| 30D | +20.0% | -19.0% | +39.0% | +24.4% |
| 3M | +10.1% | -25.1% | +35.3% | +15.5% |
| 6M | -4.3% | -44.5% | +40.2% | +5.7% |
| YTD | -18.4% | -24.3% | +5.9% | -16.9% |
| 1Y | -20.1% | -28.1% | +8.0% | -18.0% |
| 3Y | -30.4% | +40.7% | -71.1% | -42.7% |
| 5Y | -17.0% | +35.5% | -52.4% | -33.5% |
| All | +392.8% | +278.3% | +114.5% | +177.0% |
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