+70.0%
UBER vs CPRT
+94.6%
-24.6%
-68.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | CPRT | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.9% | -0.4% | +1.3% | +1.2% |
| 7D | +1.2% | -1.4% | +2.5% | +2.1% |
| 30D | -1.1% | +21.5% | -22.6% | -13.5% |
| 3M | -10.0% | +9.4% | -19.4% | -16.5% |
| 6M | -7.2% | -3.3% | -3.9% | -7.0% |
| YTD | -13.5% | -17.8% | +4.3% | -4.0% |
| 1Y | -24.5% | -22.2% | -2.3% | -13.0% |
| 3Y | +37.0% | -34.0% | +71.0% | +70.3% |
| 5Y | +63.3% | -15.4% | +78.8% | +62.6% |
| All | +70.0% | +94.6% | -24.6% | -11.0% |
Cumulative growth
Daily Returns
Daily percentage return beside CPRT.
Daily Out/Under-Performance
Portfolio return minus CPRT return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × CPRT 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 all: compounded portfolio wealth divided by compounded CPRT 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…
all analysis · Full analysis span regression · 6 months rolling