-9.8%
CPRT vs VIG
+62.2%
-72.1%
-57.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | VIG | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.7% | -0.5% | -1.2% | -1.2% |
| 7D | -0.4% | -1.2% | +0.8% | +1.0% |
| 30D | +8.2% | -2.8% | +11.1% | +11.7% |
| 3M | +2.3% | +2.5% | -0.2% | -0.6% |
| 6M | -14.7% | +8.1% | -22.8% | -22.2% |
| YTD | -18.2% | +9.6% | -27.7% | -26.5% |
| 1Y | -33.4% | +14.2% | -47.5% | -43.1% |
| 3Y | -28.3% | +56.1% | -84.4% | -58.8% |
| 5Y | -9.8% | +62.8% | -72.7% | -49.9% |
| All | -9.8% | +62.2% | -72.1% | -49.9% |
Cumulative growth
Daily Returns
Daily percentage return beside VIG.
Daily Out/Under-Performance
Portfolio return minus VIG return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × VIG 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 5y: compounded portfolio wealth divided by compounded VIG 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…
5y analysis · Full analysis span regression · 6 months rolling