+34.0%
USB vs CPRT
-31.2%
+65.2%
-16.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | CPRT | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.3% | +0.4% | -0.7% | -0.3% |
| 7D | +1.4% | +2.2% | -0.8% | +1.2% |
| 30D | -1.3% | +16.6% | -17.9% | -3.5% |
| 3M | +15.2% | +9.6% | +5.7% | +13.8% |
| 6M | +18.8% | -11.1% | +30.0% | +22.4% |
| YTD | +21.0% | -13.9% | +34.9% | +24.7% |
| 1Y | +34.0% | -32.5% | +66.5% | +43.6% |
| All | +34.0% | -31.2% | +65.2% | +43.6% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling