+387.6%
CPRT vs DVA
+187.5%
+200.2%
-57.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | DVA | Excess | Alpha |
|---|---|---|---|---|
| 1D | -4.0% | -0.9% | -3.1% | -3.8% |
| 7D | -8.4% | -0.2% | -8.2% | -8.4% |
| 30D | +4.6% | +1.7% | +2.9% | +4.2% |
| 3M | -1.9% | -8.7% | +6.7% | -0.7% |
| 6M | -15.3% | +19.7% | -35.0% | -19.1% |
| YTD | -21.5% | +59.6% | -81.1% | -29.9% |
| 1Y | -36.6% | +37.1% | -73.7% | -41.7% |
| 3Y | -31.2% | +89.8% | -121.0% | -42.6% |
| 5Y | -14.1% | +47.4% | -61.5% | -25.8% |
| All | +387.6% | +187.5% | +200.2% | +249.7% |
Cumulative growth
Daily Returns
Daily percentage return beside DVA.
Daily Out/Under-Performance
Portfolio return minus DVA return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × DVA 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 DVA 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