+374.9%
CPRT vs VIVK
-100.0%
+474.9%
-57.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | VIVK | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.6% | -7.4% | +4.8% | -2.6% |
| 7D | -11.2% | -4.4% | -6.8% | -11.2% |
| 30D | +3.3% | -40.8% | +44.1% | +3.5% |
| 3M | -3.6% | -94.1% | +90.6% | -2.6% |
| 6M | -15.8% | -98.2% | +82.4% | -14.7% |
| YTD | -23.5% | -98.0% | +74.5% | -22.7% |
| 1Y | -38.8% | -100.0% | +61.2% | -37.6% |
| 3Y | -33.4% | -100.0% | +66.5% | -32.3% |
| 5Y | -16.4% | -100.0% | +83.6% | -14.8% |
| All | +374.9% | -100.0% | +474.9% | +383.5% |
Cumulative growth
Daily Returns
Daily percentage return beside VIVK.
Daily Out/Under-Performance
Portfolio return minus VIVK return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × VIVK 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 VIVK 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