+376.0%
CPRT vs CVE
+144.4%
+231.6%
-58.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | CVE | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.4% | +2.7% | -3.1% | -0.7% |
| 7D | -1.4% | +0.1% | -1.4% | -1.4% |
| 30D | +21.5% | -10.8% | +32.3% | +22.8% |
| 3M | +9.4% | -4.3% | +13.8% | +9.6% |
| 6M | -3.3% | -1.5% | -1.8% | -3.9% |
| YTD | -17.8% | +70.7% | -88.5% | -24.3% |
| 1Y | -22.2% | +58.1% | -80.3% | -27.6% |
| 3Y | -34.0% | +69.8% | -103.8% | -40.1% |
| 5Y | -15.4% | +148.9% | -164.4% | -29.1% |
| 10Y | +376.0% | +143.5% | +232.4% | +245.5% |
| All | +376.0% | +144.4% | +231.6% | +245.5% |
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