+425.5%
CPRT vs CVE
+159.5%
+266.1%
-57.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | CVE | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.4% | -1.3% | +1.7% | +0.6% |
| 7D | +2.2% | +2.5% | -0.3% | +1.9% |
| 30D | +16.6% | +16.7% | -0.1% | +14.4% |
| 3M | +9.6% | +9.3% | +0.3% | +8.0% |
| 6M | -11.1% | +43.6% | -54.7% | -15.6% |
| YTD | -13.9% | +93.6% | -107.5% | -21.5% |
| 1Y | -32.5% | +98.8% | -131.3% | -38.9% |
| 3Y | -25.0% | +73.6% | -98.6% | -31.9% |
| 5Y | -7.4% | +312.5% | -319.9% | -27.1% |
| All | +425.5% | +159.5% | +266.1% | +274.2% |
Cumulative growth
Daily Returns
Daily percentage return beside CVE.
Daily Out/Under-Performance
Portfolio return minus CVE return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × CVE 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 CVE 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