+16.7%
CPRT vs ROIV
+232.7%
-215.9%
-57.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | ROIV | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.4% | +1.5% | -1.1% | +0.3% |
| 7D | +2.2% | +0.6% | +1.6% | +2.2% |
| 30D | +16.6% | +1.0% | +15.7% | +16.5% |
| 3M | +9.6% | +18.3% | -8.7% | +7.9% |
| 6M | -11.1% | +18.3% | -29.4% | -12.7% |
| YTD | -13.9% | +61.0% | -74.8% | -17.8% |
| 1Y | -32.5% | +177.9% | -210.4% | -38.8% |
| 3Y | -25.0% | +199.1% | -224.1% | -33.3% |
| 5Y | -7.4% | +250.7% | -258.1% | -22.9% |
| All | +16.7% | +232.7% | -215.9% | -0.6% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling