+216.1%
UNH vs CPRT
+368.4%
-152.4%
-61.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | CPRT | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.6% | -0.5% | +1.1% | +0.7% |
| 7D | +3.4% | -0.4% | +3.8% | +3.5% |
| 30D | +3.0% | +21.2% | -18.2% | -3.5% |
| 3M | +2.7% | +8.3% | -5.6% | -0.8% |
| 6M | +2.8% | -3.4% | +6.1% | +2.6% |
| YTD | +25.9% | -18.7% | +44.6% | +33.2% |
| 1Y | +25.8% | -23.5% | +49.3% | +35.9% |
| 3Y | -20.0% | -34.2% | +14.1% | -11.3% |
| 5Y | -2.8% | -18.2% | +15.4% | -3.1% |
| All | +216.1% | +368.4% | -152.4% | +78.3% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling