+392.8%
CPRT vs CVE
+136.1%
+256.6%
-58.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | CVE | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.6% | -0.6% | -1.1% | -1.6% |
| 7D | +6.0% | -16.1% | +22.2% | +8.1% |
| 30D | +20.0% | -10.4% | +30.4% | +21.3% |
| 3M | +10.1% | -2.4% | +12.5% | +10.0% |
| 6M | -4.3% | -4.4% | +0.1% | -4.6% |
| YTD | -18.4% | +64.9% | -83.3% | -24.5% |
| 1Y | -20.1% | +66.0% | -86.1% | -26.2% |
| 3Y | -30.4% | +57.7% | -88.1% | -36.3% |
| 5Y | -17.0% | +144.7% | -161.7% | -30.2% |
| All | +392.8% | +136.1% | +256.6% | +259.4% |
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