-18.7%
CPRT vs CTVA
+34.7%
-53.4%
-58.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | CTVA | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.5% | +2.6% | -3.1% | -1.0% |
| 7D | -0.4% | -20.8% | +20.4% | +2.7% |
| 30D | +21.2% | -29.6% | +50.8% | +27.5% |
| 3M | +8.3% | -16.9% | +25.2% | +9.6% |
| 6M | -3.4% | -24.3% | +20.9% | -0.6% |
| YTD | -18.7% | -5.6% | -13.1% | -20.5% |
| 1Y | -23.5% | -4.2% | -19.4% | -25.6% |
| 3Y | -34.2% | +43.3% | -77.4% | -42.7% |
| All | -18.7% | +34.7% | -53.4% | -33.5% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling