+91.7%
USB vs CPRT
+398.2%
-306.5%
-52.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | CPRT | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.5% | -1.6% | +1.1% | +0.2% |
| 7D | 0.0% | +6.0% | -6.0% | -2.5% |
| 30D | +5.8% | +20.0% | -14.2% | -2.0% |
| 3M | -6.0% | +10.1% | -16.1% | -10.7% |
| 6M | +7.8% | -4.3% | +12.1% | +7.8% |
| YTD | +14.6% | -18.4% | +33.0% | +22.3% |
| 1Y | +31.8% | -20.1% | +51.9% | +41.9% |
| 3Y | +91.5% | -30.4% | +121.9% | +115.8% |
| 5Y | +22.0% | -17.0% | +39.0% | +23.9% |
| All | +91.7% | +398.2% | -306.5% | -4.0% |
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