-30.4%
CPRT vs VLTO
+69.5%
-99.9%
-58.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | VLTO | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.6% | +0.5% | -2.1% | -1.9% |
| 7D | +6.0% | +5.4% | +0.6% | +3.5% |
| 30D | +20.0% | +22.3% | -2.3% | +9.2% |
| 3M | +10.1% | +19.6% | -9.5% | +1.3% |
| 6M | -4.3% | +35.2% | -39.5% | -16.3% |
| YTD | -18.4% | +17.9% | -36.2% | -24.9% |
| 1Y | -20.1% | +19.5% | -39.6% | -27.0% |
| 3Y | -30.4% | +73.9% | -104.3% | -41.0% |
| All | -30.4% | +69.5% | -99.9% | -41.0% |
Cumulative growth
Daily Returns
Daily percentage return beside VLTO.
Daily Out/Under-Performance
Portfolio return minus VLTO return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × VLTO 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 VLTO 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