+387.6%
CPRT vs VCLT
+17.0%
+370.6%
-57.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 2016-09-10 to 2026-09-10.
| Period | Portfolio | VCLT | Excess | Alpha |
|---|---|---|---|---|
| 1D | -4.0% | -1.2% | -2.8% | -3.4% |
| 7D | -8.4% | -1.3% | -7.1% | -7.8% |
| 30D | +4.6% | -1.1% | +5.7% | +5.2% |
| 3M | -1.9% | -3.7% | +1.7% | -0.2% |
| 6M | -15.3% | -4.0% | -11.3% | -13.7% |
| YTD | -21.5% | -3.4% | -18.1% | -20.2% |
| 1Y | -36.6% | -4.1% | -32.5% | -35.4% |
| 3Y | -31.2% | +11.0% | -42.2% | -34.8% |
| 5Y | -14.1% | -17.0% | +2.9% | -9.0% |
| All | +387.6% | +17.0% | +370.6% | +415.5% |
Cumulative growth
Daily Returns
Daily percentage return beside VCLT.
Daily Out/Under-Performance
Portfolio return minus VCLT return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × VCLT 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 2016-09-10 to 2026-09-10: compounded portfolio wealth divided by compounded VCLT 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…
2016-09-10 to 2026-09-10 analysis · Full analysis span regression · 6 months rolling