+5.3%
UNH vs CPRT
-9.0%
+14.3%
-61.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | CPRT | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.9% | -3.3% | +4.3% | +1.7% |
| 7D | +1.1% | +0.4% | +0.7% | +1.0% |
| 30D | -1.5% | +9.9% | -11.4% | -3.9% |
| 3M | -0.8% | +5.6% | -6.5% | -2.6% |
| 6M | +41.8% | -13.6% | +55.4% | +46.1% |
| YTD | +23.1% | -16.7% | +39.8% | +27.9% |
| 1Y | +28.5% | -33.1% | +61.6% | +40.4% |
| 3Y | -11.8% | -27.1% | +15.3% | -7.7% |
| 5Y | +5.3% | -9.9% | +15.2% | +1.8% |
| All | +5.3% | -9.0% | +14.3% | +1.8% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling