+1,443.3%
CPRT vs VCLT
+98.6%
+1,344.6%
-58.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | VCLT | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.5% | -0.4% | -0.1% | -0.4% |
| 7D | -0.4% | -2.3% | +1.9% | +0.2% |
| 30D | +21.2% | +0.8% | +20.4% | +21.0% |
| 3M | +8.3% | -2.7% | +11.0% | +9.0% |
| 6M | -3.4% | -4.3% | +0.9% | -2.3% |
| YTD | -18.7% | -4.3% | -14.4% | -17.8% |
| 1Y | -23.5% | -4.4% | -19.2% | -22.7% |
| 3Y | -34.2% | +13.8% | -47.9% | -36.0% |
| 5Y | -18.2% | -17.0% | -1.2% | -18.1% |
| 10Y | +370.9% | +20.9% | +350.0% | +409.6% |
| All | +1,443.3% | +98.6% | +1,344.6% | +1,992.8% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling