-24.4%
CPRT vs URA
+117.9%
-142.3%
-57.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | URA | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.4% | +0.8% | -0.4% | +0.4% |
| 7D | +2.2% | +1.1% | +1.1% | +2.2% |
| 30D | +16.6% | +7.4% | +9.2% | +16.3% |
| 3M | +9.6% | -8.4% | +18.0% | +10.1% |
| 6M | -11.1% | -12.7% | +1.6% | -10.7% |
| YTD | -13.9% | +7.8% | -21.7% | -14.8% |
| 1Y | -32.5% | +19.5% | -52.0% | -34.2% |
| All | -24.4% | +117.9% | -142.3% | -33.4% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling