+1,534.9%
CPRT vs VCIT
+98.3%
+1,436.6%
-57.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | VCIT | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.4% | 0.0% | +0.4% | +0.4% |
| 7D | +2.2% | -0.3% | +2.6% | +2.4% |
| 30D | +16.6% | -0.8% | +17.4% | +17.1% |
| 3M | +9.6% | -1.0% | +10.6% | +10.2% |
| 6M | -11.1% | -1.8% | -9.3% | -10.2% |
| YTD | -13.9% | -0.7% | -13.2% | -13.5% |
| 1Y | -32.5% | +1.0% | -33.5% | -32.9% |
| 3Y | -25.0% | +18.8% | -43.9% | -31.6% |
| 5Y | -7.4% | +3.5% | -10.9% | -12.8% |
| 10Y | +422.0% | +29.2% | +392.8% | +408.5% |
| All | +1,534.9% | +98.3% | +1,436.6% | +2,180.4% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling