-33.1%
CPRT vs VFC
-11.5%
-21.7%
-44.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | VFC | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.3% | -1.9% | -1.5% | -3.1% |
| 7D | +0.4% | +0.8% | -0.4% | +0.3% |
| 30D | +9.9% | -11.9% | +21.9% | +11.5% |
| 3M | +5.6% | -20.2% | +25.8% | +8.0% |
| 6M | -13.6% | -23.0% | +9.4% | -11.8% |
| YTD | -16.7% | -26.2% | +9.5% | -14.6% |
| 1Y | -33.1% | -13.3% | -19.8% | -32.5% |
| All | -33.1% | -11.5% | -21.7% | -32.5% |
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