-15.6%
CPRT vs VCIT
+3.7%
-19.3%
-58.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | VCIT | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.4% | +0.2% | -0.7% | -0.7% |
| 7D | +9.9% | +0.5% | +9.5% | +9.4% |
| 30D | +21.1% | +2.1% | +19.0% | +18.5% |
| 3M | +12.3% | -1.6% | +13.9% | +14.3% |
| 6M | -2.0% | -1.6% | -0.4% | -0.3% |
| YTD | -17.0% | -1.5% | -15.5% | -15.6% |
| 1Y | -22.5% | -0.4% | -22.2% | -22.2% |
| 3Y | -29.3% | +19.6% | -48.9% | -42.3% |
| 5Y | -15.6% | +3.3% | -18.9% | -19.9% |
| All | -15.6% | +3.7% | -19.3% | -19.9% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling