+92.7%
USB vs CPRT
+406.5%
-313.8%
-52.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | CPRT | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.1% | -0.4% | -1.7% | -1.9% |
| 7D | -1.5% | +9.9% | -11.4% | -5.3% |
| 30D | +4.3% | +21.1% | -16.8% | -3.8% |
| 3M | -6.1% | +12.3% | -18.4% | -11.6% |
| 6M | +9.4% | -2.0% | +11.4% | +8.4% |
| YTD | +15.2% | -17.0% | +32.2% | +22.1% |
| 1Y | +32.8% | -22.5% | +55.3% | +45.0% |
| 3Y | +91.3% | -29.3% | +120.6% | +114.2% |
| 5Y | +22.7% | -15.6% | +38.3% | +23.7% |
| All | +92.7% | +406.5% | -313.8% | -4.2% |
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