+361.5%
CPRT vs VICR
+978.3%
-616.8%
-58.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | VICR | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.5% | -3.4% | +2.9% | -0.2% |
| 7D | -0.4% | +8.3% | -8.7% | -1.2% |
| 30D | +21.2% | -35.2% | +56.3% | +25.1% |
| 3M | +8.3% | -29.8% | +38.1% | +9.7% |
| 6M | -3.4% | -48.6% | +45.2% | -1.0% |
| YTD | -18.7% | +45.1% | -63.8% | -30.3% |
| 1Y | -23.5% | +79.6% | -103.1% | -36.7% |
| 3Y | -34.2% | +335.4% | -369.5% | -56.6% |
| 5Y | -18.2% | -1.0% | -17.2% | -34.1% |
| All | +361.5% | +978.3% | -616.8% | +128.7% |
Cumulative growth
Daily Returns
Daily percentage return beside VICR.
Daily Out/Under-Performance
Portfolio return minus VICR return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × VICR 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 VICR 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