-31.2%
CPRT vs CAVA
+33.0%
-64.3%
-57.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | CAVA | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.6% | +3.5% | -6.1% | -3.0% |
| 7D | -11.2% | -8.0% | -3.1% | -10.3% |
| 30D | +3.3% | -19.6% | +22.9% | +5.9% |
| 3M | -3.6% | -36.7% | +33.1% | +1.2% |
| 6M | -15.8% | -30.6% | +14.8% | -12.9% |
| YTD | -23.5% | -4.8% | -18.7% | -24.3% |
| 1Y | -38.8% | -13.1% | -25.6% | -39.0% |
| 3Y | -33.4% | +48.8% | -82.2% | -38.4% |
| All | -31.2% | +33.0% | -64.3% | -35.6% |
Cumulative growth
Daily Returns
Daily percentage return beside CAVA.
Daily Out/Under-Performance
Portfolio return minus CAVA return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × CAVA 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 CAVA 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