+10.6%
CPRT vs ROIV
+270.3%
-259.7%
-58.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | ROIV | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.6% | +6.2% | -7.8% | -2.1% |
| 7D | +6.0% | +5.3% | +0.7% | +5.6% |
| 30D | +20.0% | +11.9% | +8.1% | +18.9% |
| 3M | +10.1% | +10.7% | -0.6% | +9.0% |
| 6M | -4.3% | +34.9% | -39.2% | -7.1% |
| YTD | -18.4% | +79.2% | -97.6% | -22.9% |
| 1Y | -20.1% | +89.0% | -109.1% | -24.9% |
| 3Y | -30.4% | +337.3% | -367.8% | -39.7% |
| 5Y | -17.0% | +402.3% | -419.3% | -34.3% |
| All | +10.6% | +270.3% | -259.7% | -6.8% |
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