-30.5%
CPRT vs VFC
+42.8%
-73.3%
-58.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | VFC | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.6% | +2.6% | -1.0% | +1.3% |
| 7D | +1.6% | +7.7% | -6.1% | +0.8% |
| 30D | +18.8% | +39.2% | -20.4% | +14.8% |
| 3M | +9.4% | +40.3% | -30.9% | +5.6% |
| 6M | -4.4% | +11.4% | -15.8% | -5.8% |
| YTD | -17.1% | +17.5% | -34.6% | -19.1% |
| 1Y | -19.9% | +45.9% | -65.8% | -23.5% |
| 3Y | -30.5% | +47.3% | -77.8% | -34.5% |
| All | -30.5% | +42.8% | -73.3% | -34.5% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling