+13,331.6%
CPRT vs DVA
+4,923.3%
+8,408.3%
-72.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | DVA | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.5% | +0.3% | -0.8% | -0.6% |
| 7D | -0.4% | -8.8% | +8.4% | +0.6% |
| 30D | +21.2% | -3.4% | +24.6% | +21.6% |
| 3M | +8.3% | -2.6% | +10.9% | +8.5% |
| 6M | -3.4% | -11.9% | +8.5% | -2.4% |
| YTD | -18.7% | +53.6% | -72.3% | -23.2% |
| 1Y | -23.5% | +41.9% | -65.4% | -27.2% |
| 3Y | -34.2% | +97.5% | -131.7% | -39.9% |
| 5Y | -18.2% | +65.0% | -83.2% | -25.1% |
| 10Y | +370.9% | +193.2% | +177.7% | +302.2% |
| All | +13,331.6% | +4,923.3% | +8,408.3% | +9,772.8% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling