-23.9%
CPRT vs VFC
+52.5%
-76.3%
-38.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | VFC | Excess | Alpha |
|---|---|---|---|---|
| 1D | +5.0% | +4.4% | +0.6% | +4.4% |
| 7D | +12.6% | +21.5% | -8.8% | +9.9% |
| 30D | +18.0% | +46.7% | -28.7% | +12.9% |
| 3M | +11.0% | +38.4% | -27.4% | +6.9% |
| 6M | -2.0% | +15.2% | -17.2% | -4.0% |
| YTD | -16.7% | +17.8% | -34.5% | -18.8% |
| 1Y | -23.9% | +55.6% | -79.4% | -26.7% |
| All | -23.9% | +52.5% | -76.3% | -26.7% |
Cumulative growth
Daily Returns
Daily percentage return beside VFC.
Daily Out/Under-Performance
Portfolio return minus VFC return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × VFC 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 1y: compounded portfolio wealth divided by compounded VFC 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…
1y analysis · Full analysis span regression · 6 months rolling