+82.2%
UBER vs CPRT
+104.0%
-21.7%
-68.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | CPRT | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.3% | +0.4% | -0.7% | -0.5% |
| 7D | -3.9% | +2.2% | -6.1% | -5.5% |
| 30D | +11.1% | +16.6% | -5.5% | -0.5% |
| 3M | +4.9% | +9.6% | -4.7% | -2.7% |
| 6M | -1.2% | -11.1% | +10.0% | +5.8% |
| YTD | -7.3% | -13.9% | +6.6% | +0.4% |
| 1Y | -17.6% | -32.5% | +14.9% | +6.0% |
| 3Y | +61.1% | -25.0% | +86.1% | +83.2% |
| 5Y | +87.9% | -7.4% | +95.3% | +75.8% |
| All | +82.2% | +104.0% | -21.7% | -6.9% |
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