-9.8%
CPRT vs VEU
+56.2%
-66.0%
-57.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | VEU | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.7% | -0.8% | -1.0% | -1.2% |
| 7D | -0.4% | +0.3% | -0.7% | -0.6% |
| 30D | +8.2% | +0.7% | +7.6% | +7.8% |
| 3M | +2.3% | +4.7% | -2.4% | -1.6% |
| 6M | -14.7% | +11.6% | -26.4% | -22.8% |
| YTD | -18.2% | +16.8% | -35.0% | -29.1% |
| 1Y | -33.4% | +24.9% | -58.2% | -45.8% |
| 3Y | -28.3% | +75.7% | -104.1% | -58.8% |
| 5Y | -9.8% | +56.1% | -65.9% | -38.8% |
| All | -9.8% | +56.2% | -66.0% | -38.8% |
Cumulative growth
Daily Returns
Daily percentage return beside VEU.
Daily Out/Under-Performance
Portfolio return minus VEU return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × VEU 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 VEU 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