+386.7%
CPRT vs VCIT
+29.7%
+357.0%
-58.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | VCIT | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.6% | +0.1% | +1.5% | +1.5% |
| 7D | +1.6% | +0.7% | +0.9% | +0.9% |
| 30D | +18.8% | +1.8% | +17.0% | +16.8% |
| 3M | +9.4% | -1.6% | +11.0% | +11.1% |
| 6M | -4.4% | -2.1% | -2.3% | -2.4% |
| YTD | -17.1% | -1.6% | -15.5% | -15.8% |
| 1Y | -19.9% | -0.8% | -19.1% | -19.2% |
| 3Y | -30.5% | +19.9% | -50.4% | -41.6% |
| 5Y | -15.9% | +3.3% | -19.2% | -20.3% |
| 10Y | +386.7% | +30.6% | +356.0% | +382.9% |
| All | +386.7% | +29.7% | +357.0% | +382.9% |
Cumulative growth
Daily Returns
Daily percentage return beside VCIT.
Daily Out/Under-Performance
Portfolio return minus VCIT return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × VCIT 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 VCIT 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