+32.8%
USB vs CPRT
-23.9%
+56.7%
-16.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | CPRT | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.1% | -0.4% | -1.7% | -2.0% |
| 7D | -1.5% | +9.9% | -11.4% | -2.5% |
| 30D | +4.3% | +21.1% | -16.8% | +2.2% |
| 3M | -6.1% | +12.3% | -18.4% | -8.0% |
| 6M | +9.4% | -2.0% | +11.4% | +9.6% |
| YTD | +15.2% | -17.0% | +32.2% | +18.0% |
| 1Y | +32.8% | -22.5% | +55.3% | +36.0% |
| All | +32.8% | -23.9% | +56.7% | +36.0% |
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 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