-34.2%
CPRT vs VICR
+336.6%
-370.7%
-58.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | VICR | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.5% | -3.4% | +2.9% | -0.6% |
| 7D | -0.4% | +8.3% | -8.7% | -0.1% |
| 30D | +21.2% | -35.2% | +56.3% | +20.0% |
| 3M | +8.3% | -29.8% | +38.1% | +7.7% |
| 6M | -3.4% | -48.6% | +45.2% | -4.0% |
| YTD | -18.7% | +45.1% | -63.8% | -23.2% |
| 1Y | -23.5% | +79.6% | -103.1% | -28.5% |
| 3Y | -34.2% | +335.4% | -369.5% | -44.5% |
| All | -34.2% | +336.6% | -370.7% | -44.5% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling