+415.3%
CPRT vs VFC
-69.1%
+484.4%
-57.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | VFC | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.3% | -1.9% | -1.5% | -2.9% |
| 7D | +0.4% | +0.8% | -0.4% | +0.2% |
| 30D | +9.9% | -11.9% | +21.9% | +12.9% |
| 3M | +5.6% | -20.2% | +25.8% | +10.1% |
| 6M | -13.6% | -23.0% | +9.4% | -9.7% |
| YTD | -16.7% | -26.2% | +9.5% | -12.5% |
| 1Y | -33.1% | -13.3% | -19.8% | -32.9% |
| 3Y | -27.1% | -25.5% | -1.6% | -32.3% |
| 5Y | -9.9% | -78.1% | +68.2% | +29.0% |
| 10Y | +415.3% | -68.8% | +484.1% | +552.0% |
| All | +415.3% | -69.1% | +484.4% | +552.0% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling