-31.7%
CPRT vs CAVA
+37.2%
-68.8%
-57.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | CAVA | Excess | Alpha |
|---|---|---|---|---|
| 1D | -4.0% | -4.4% | +0.4% | -3.4% |
| 7D | -8.4% | -12.4% | +4.0% | -6.9% |
| 30D | +4.6% | -11.2% | +15.8% | +6.0% |
| 3M | -1.9% | -33.8% | +31.8% | +2.7% |
| 6M | -15.3% | -32.5% | +17.2% | -11.9% |
| YTD | -21.5% | -8.0% | -13.5% | -22.1% |
| 1Y | -36.6% | -17.1% | -19.5% | -36.5% |
| All | -31.7% | +37.2% | -68.8% | -37.0% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling