-34.2%
CPRT vs DVA
+105.9%
-140.1%
-58.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | DVA | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.5% | +0.3% | -0.8% | -0.6% |
| 7D | -0.4% | -8.8% | +8.4% | +0.7% |
| 30D | +21.2% | -3.4% | +24.6% | +21.6% |
| 3M | +8.3% | -2.6% | +10.9% | +8.6% |
| 6M | -3.4% | -11.9% | +8.5% | -2.4% |
| YTD | -18.7% | +53.6% | -72.3% | -23.0% |
| 1Y | -23.5% | +41.9% | -65.4% | -26.6% |
| 3Y | -34.2% | +97.5% | -131.7% | -39.8% |
| All | -34.2% | +105.9% | -140.1% | -39.8% |
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