-30.4%
CPRT vs CVE
+53.7%
-84.1%
-58.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | CVE | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.6% | -0.6% | -1.1% | -1.6% |
| 7D | +6.0% | -16.1% | +22.2% | +6.5% |
| 30D | +20.0% | -10.4% | +30.4% | +20.1% |
| 3M | +10.1% | -2.4% | +12.5% | +9.6% |
| 6M | -4.3% | -4.4% | +0.1% | -4.7% |
| YTD | -18.4% | +64.9% | -83.3% | -23.7% |
| 1Y | -20.1% | +66.0% | -86.1% | -25.4% |
| 3Y | -30.4% | +57.7% | -88.1% | -34.3% |
| All | -30.4% | +53.7% | -84.1% | -34.3% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling