+10.2%
CPRT vs ROIV
+276.5%
-266.3%
-58.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | ROIV | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.5% | -1.2% | +0.6% | -0.4% |
| 7D | -0.4% | +1.7% | -2.0% | -0.5% |
| 30D | +21.2% | +17.6% | +3.6% | +19.6% |
| 3M | +8.3% | +9.0% | -0.7% | +7.3% |
| 6M | -3.4% | +35.3% | -38.7% | -6.2% |
| YTD | -18.7% | +82.2% | -100.9% | -23.3% |
| 1Y | -23.5% | +92.3% | -115.8% | -28.3% |
| 3Y | -34.2% | +336.8% | -370.9% | -43.0% |
| 5Y | -18.2% | +370.6% | -388.8% | -35.2% |
| All | +10.2% | +276.5% | -266.3% | -7.3% |
Cumulative growth
Daily Returns
Daily percentage return beside ROIV.
Daily Out/Under-Performance
Portfolio return minus ROIV return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × ROIV 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 ROIV 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