-15.0%
CPRT vs VCIT
+3.3%
-18.3%
-58.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | VCIT | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.5% | -0.7% | +0.2% | +0.3% |
| 7D | +4.0% | +0.1% | +3.9% | +3.9% |
| 30D | +18.2% | +1.1% | +17.1% | +16.9% |
| 3M | +9.2% | -1.4% | +10.5% | +10.8% |
| 6M | -4.8% | -2.3% | -2.5% | -2.3% |
| YTD | -17.5% | -1.8% | -15.7% | -15.8% |
| 1Y | -22.0% | -1.0% | -21.0% | -21.1% |
| 3Y | -33.7% | +19.3% | -53.0% | -45.7% |
| 5Y | -15.0% | +3.8% | -18.8% | -19.4% |
| All | -15.0% | +3.3% | -18.3% | -19.4% |
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 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