-25.4%
CPRT vs CVE
+72.1%
-97.5%
-57.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | CVE | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.4% | -1.3% | +1.7% | +0.5% |
| 7D | +2.2% | +2.5% | -0.3% | +2.1% |
| 30D | +16.6% | +16.7% | -0.1% | +15.6% |
| 3M | +9.6% | +9.3% | +0.3% | +9.1% |
| 6M | -11.1% | +43.6% | -54.7% | -14.1% |
| YTD | -13.9% | +93.6% | -107.5% | -19.5% |
| 1Y | -32.5% | +98.8% | -131.3% | -37.3% |
| All | -25.4% | +72.1% | -97.5% | -32.2% |
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 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