-15.6%
CPRT vs CVE
+148.3%
-163.9%
-58.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | CVE | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.4% | -2.7% | +2.3% | -0.2% |
| 7D | +9.9% | -14.1% | +24.0% | +10.9% |
| 30D | +21.1% | -11.6% | +32.7% | +21.9% |
| 3M | +12.3% | 0.0% | +12.3% | +11.8% |
| 6M | -2.0% | -8.4% | +6.4% | -1.9% |
| YTD | -17.0% | +65.9% | -82.9% | -22.2% |
| 1Y | -22.5% | +69.4% | -91.9% | -27.6% |
| 3Y | -29.3% | +55.9% | -85.2% | -34.4% |
| 5Y | -15.6% | +146.2% | -161.8% | -28.6% |
| All | -15.6% | +148.3% | -163.9% | -28.6% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling