-9.9%
CPRT vs VCLT
-15.1%
+5.2%
-57.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | VCLT | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.3% | 0.0% | -3.3% | -3.3% |
| 7D | +0.4% | +0.3% | +0.1% | +0.2% |
| 30D | +9.9% | -0.6% | +10.5% | +10.2% |
| 3M | +5.6% | -2.2% | +7.9% | +6.9% |
| 6M | -13.6% | -2.9% | -10.7% | -12.3% |
| YTD | -16.7% | -2.1% | -14.7% | -15.9% |
| 1Y | -33.1% | -2.6% | -30.5% | -32.3% |
| 3Y | -27.1% | +12.5% | -39.6% | -32.4% |
| 5Y | -9.9% | -15.3% | +5.4% | -6.3% |
| All | -9.9% | -15.1% | +5.2% | -6.3% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling