+407.9%
CPRT vs VCLT
+18.4%
+389.5%
-57.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | VCLT | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.7% | -0.2% | -1.6% | -1.7% |
| 7D | -0.4% | 0.0% | -0.4% | -0.4% |
| 30D | +8.2% | +0.1% | +8.1% | +8.2% |
| 3M | +2.3% | -2.9% | +5.2% | +3.7% |
| 6M | -14.7% | -4.0% | -10.8% | -13.1% |
| YTD | -18.2% | -2.2% | -15.9% | -17.3% |
| 1Y | -33.4% | -2.6% | -30.8% | -32.6% |
| 3Y | -28.3% | +12.3% | -40.6% | -32.5% |
| 5Y | -9.8% | -16.4% | +6.5% | -4.8% |
| All | +407.9% | +18.4% | +389.5% | +433.9% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling