-9.8%
CPRT vs VIVK
-100.0%
+90.2%
-57.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | VIVK | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.7% | -6.3% | +4.6% | -1.7% |
| 7D | -0.4% | -7.9% | +7.5% | -0.4% |
| 30D | +8.2% | -42.0% | +50.2% | +8.6% |
| 3M | +2.3% | -92.5% | +94.8% | +3.7% |
| 6M | -14.7% | -98.0% | +83.3% | -13.2% |
| YTD | -18.2% | -97.9% | +79.7% | -16.9% |
| 1Y | -33.4% | -100.0% | +66.6% | -31.6% |
| 3Y | -28.3% | -100.0% | +71.7% | -26.5% |
| 5Y | -9.8% | -100.0% | +90.2% | -8.9% |
| All | -9.8% | -100.0% | +90.2% | -8.9% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling