+108.7%
USB vs CPRT
+423.6%
-314.9%
-52.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | CPRT | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.3% | +0.4% | -0.7% | -0.4% |
| 7D | +1.4% | +2.2% | -0.8% | +0.5% |
| 30D | -1.3% | +16.6% | -17.9% | -8.0% |
| 3M | +15.2% | +9.6% | +5.7% | +9.5% |
| 6M | +18.8% | -11.1% | +30.0% | +23.5% |
| YTD | +21.0% | -13.9% | +34.9% | +27.0% |
| 1Y | +34.0% | -32.5% | +66.5% | +56.6% |
| 3Y | +95.3% | -25.0% | +120.4% | +114.4% |
| 5Y | +40.4% | -7.4% | +47.8% | +36.0% |
| All | +108.7% | +423.6% | -314.9% | +3.0% |
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