+8,926.8%
UNH vs CPRT
+23,878.7%
-14,951.9%
-74.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | CPRT | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.9% | +0.4% | -1.4% | -1.0% |
| 7D | +1.1% | +2.2% | -1.1% | +0.7% |
| 30D | -3.8% | +16.6% | -20.4% | -6.4% |
| 3M | +0.7% | +9.6% | -8.8% | -1.2% |
| 6M | +37.9% | -11.1% | +49.0% | +40.0% |
| YTD | +21.9% | -13.9% | +35.8% | +24.4% |
| 1Y | +31.4% | -32.5% | +63.9% | +39.5% |
| 3Y | -11.4% | -25.0% | +13.6% | -8.3% |
| 5Y | +2.5% | -7.4% | +9.9% | +1.5% |
| 10Y | +242.9% | +422.0% | -179.1% | +161.6% |
| All | +8,926.8% | +23,878.7% | -14,951.9% | +4,103.5% |
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