-24.4%
CPRT vs VFC
-24.8%
+0.4%
-57.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | VFC | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.4% | +2.4% | -1.9% | +0.2% |
| 7D | +2.2% | -1.6% | +3.8% | +2.4% |
| 30D | +16.6% | -11.6% | +28.3% | +18.0% |
| 3M | +9.6% | -18.1% | +27.7% | +11.4% |
| 6M | -11.1% | -27.4% | +16.2% | -8.9% |
| YTD | -13.9% | -24.8% | +11.0% | -12.0% |
| 1Y | -32.5% | -8.2% | -24.3% | -32.5% |
| All | -24.4% | -24.8% | +0.4% | -28.0% |
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 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