-9.8%
CPRT vs DVA
+41.6%
-51.5%
-57.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | DVA | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.7% | +1.6% | -3.4% | -1.9% |
| 7D | -0.4% | +2.0% | -2.4% | -0.6% |
| 30D | +8.2% | -0.4% | +8.6% | +8.3% |
| 3M | +2.3% | -7.7% | +10.0% | +3.0% |
| 6M | -14.7% | +20.0% | -34.7% | -17.0% |
| YTD | -18.2% | +61.1% | -79.3% | -23.7% |
| 1Y | -33.4% | +33.9% | -67.2% | -36.2% |
| 3Y | -28.3% | +91.5% | -119.9% | -35.3% |
| 5Y | -9.8% | +41.8% | -51.6% | -16.4% |
| All | -9.8% | +41.6% | -51.5% | -16.4% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling