+4,223.4%
USB vs CPRT
+23,096.4%
-18,873.1%
-76.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | CPRT | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.9% | +5.0% | -3.1% | +0.8% |
| 7D | +2.4% | +12.6% | -10.2% | -0.3% |
| 30D | +6.6% | +18.0% | -11.4% | +2.7% |
| 3M | -4.1% | +11.0% | -15.0% | -6.7% |
| 6M | +12.5% | -2.0% | +14.5% | +12.0% |
| YTD | +17.6% | -16.7% | +34.3% | +21.1% |
| 1Y | +36.5% | -23.9% | +60.4% | +43.3% |
| 3Y | +95.4% | -29.0% | +124.4% | +107.5% |
| 5Y | +26.1% | -16.0% | +42.1% | +28.2% |
| 10Y | +101.3% | +413.8% | -312.5% | +43.2% |
| All | +4,223.4% | +23,096.4% | -18,873.1% | +1,986.9% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling