-9.8%
CPRT vs CTVA
+103.5%
-113.3%
-57.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | CTVA | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.7% | -1.3% | -0.4% | -1.5% |
| 7D | -0.4% | -5.8% | +5.4% | +0.9% |
| 30D | +8.2% | +11.1% | -2.8% | +5.7% |
| 3M | +2.3% | +13.2% | -10.9% | -0.8% |
| 6M | -14.7% | +8.7% | -23.5% | -16.8% |
| YTD | -18.2% | +27.3% | -45.5% | -23.0% |
| 1Y | -33.4% | +18.0% | -51.4% | -36.3% |
| 3Y | -28.3% | +76.5% | -104.8% | -38.8% |
| 5Y | -9.8% | +105.1% | -114.9% | -31.1% |
| All | -9.8% | +103.5% | -113.3% | -31.1% |
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