+79.3%
CPRT vs CTVA
+131.3%
-51.9%
-58.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | CTVA | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.5% | +2.6% | -3.1% | -1.2% |
| 7D | -0.4% | -20.8% | +20.4% | +4.7% |
| 30D | +21.2% | -29.6% | +50.8% | +31.5% |
| 3M | +8.3% | -16.9% | +25.2% | +11.0% |
| 6M | -3.4% | -24.3% | +20.9% | +1.4% |
| YTD | -18.7% | -5.6% | -13.1% | -20.6% |
| 1Y | -23.5% | -4.2% | -19.4% | -25.7% |
| 3Y | -34.2% | +43.3% | -77.4% | -45.3% |
| 5Y | -18.2% | +35.7% | -53.9% | -32.6% |
| All | +79.3% | +131.3% | -51.9% | +10.2% |
Cumulative growth
Daily Returns
Daily percentage return beside CTVA.
Daily Out/Under-Performance
Portfolio return minus CTVA return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × CTVA 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 CTVA 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