+412.4%
CPRT vs UTHR
+310.6%
+101.8%
-57.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | UTHR | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.7% | +1.8% | -3.5% | -2.0% |
| 7D | -0.4% | +3.0% | -3.4% | -0.9% |
| 30D | +8.2% | -4.3% | +12.6% | +9.0% |
| 3M | +2.3% | -8.4% | +10.7% | +3.7% |
| 6M | -14.7% | -4.2% | -10.5% | -14.4% |
| YTD | -18.2% | +4.0% | -22.2% | -19.4% |
| 1Y | -33.4% | +25.5% | -58.9% | -36.8% |
| 3Y | -28.3% | +125.1% | -153.5% | -41.7% |
| 5Y | -9.8% | +140.3% | -150.2% | -29.3% |
| 10Y | +412.4% | +322.5% | +89.9% | +227.2% |
| All | +412.4% | +310.6% | +101.8% | +227.2% |
Cumulative growth
Daily Returns
Daily percentage return beside UTHR.
Daily Out/Under-Performance
Portfolio return minus UTHR return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × UTHR 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 UTHR 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