-28.8%
CPRT vs DVA
+91.2%
-120.0%
-57.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | DVA | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.7% | +1.6% | -3.4% | -1.9% |
| 7D | -0.4% | +2.0% | -2.4% | -0.5% |
| 30D | +8.2% | -0.4% | +8.6% | +8.3% |
| 3M | +2.3% | -7.7% | +10.0% | +2.8% |
| 6M | -14.7% | +20.0% | -34.7% | -16.1% |
| YTD | -18.2% | +61.1% | -79.3% | -21.9% |
| 1Y | -33.4% | +33.9% | -67.2% | -35.0% |
| All | -28.8% | +91.2% | -120.0% | -30.7% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling