+11.4%
CPRT vs ROIV
+298.6%
-287.2%
-58.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | ROIV | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.4% | +1.6% | -2.0% | -0.5% |
| 7D | -1.4% | +9.5% | -10.8% | -2.1% |
| 30D | +21.5% | +21.0% | +0.5% | +19.7% |
| 3M | +9.4% | +18.7% | -9.3% | +7.7% |
| 6M | -3.3% | +44.5% | -47.8% | -6.6% |
| YTD | -17.8% | +92.9% | -110.7% | -22.8% |
| 1Y | -22.2% | +100.2% | -122.4% | -27.2% |
| 3Y | -34.0% | +375.0% | -409.0% | -43.2% |
| 5Y | -15.4% | +435.2% | -450.6% | -33.5% |
| All | +11.4% | +298.6% | -287.2% | -6.7% |
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