+376.0%
CPRT vs VCIT
+30.9%
+345.0%
-58.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | VCIT | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.4% | 0.0% | -0.4% | -0.4% |
| 7D | -1.4% | -0.5% | -0.9% | -0.9% |
| 30D | +21.5% | +1.5% | +20.0% | +19.9% |
| 3M | +9.4% | -1.0% | +10.4% | +10.5% |
| 6M | -3.3% | -1.7% | -1.6% | -1.7% |
| YTD | -17.8% | -1.4% | -16.5% | -16.7% |
| 1Y | -22.2% | -0.9% | -21.2% | -21.4% |
| 3Y | -34.0% | +19.8% | -53.8% | -44.4% |
| 5Y | -15.4% | +4.6% | -20.1% | -20.6% |
| 10Y | +376.0% | +31.5% | +344.5% | +373.4% |
| All | +376.0% | +30.9% | +345.0% | +373.4% |
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