-15.9%
CPRT vs UTHR
+190.4%
-206.3%
-58.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | UTHR | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.6% | +3.6% | -2.1% | +1.3% |
| 7D | +1.6% | -2.3% | +3.9% | +1.8% |
| 30D | +18.8% | +6.1% | +12.7% | +18.2% |
| 3M | +9.4% | +8.1% | +1.3% | +8.6% |
| 6M | -4.4% | +3.1% | -7.5% | -4.8% |
| YTD | -17.1% | +19.5% | -36.7% | -18.7% |
| 1Y | -19.9% | +29.7% | -49.6% | -22.0% |
| 3Y | -30.5% | +162.7% | -193.2% | -39.3% |
| 5Y | -15.9% | +192.8% | -208.7% | -29.2% |
| All | -15.9% | +190.4% | -206.3% | -29.2% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling