-26.4%
CPRT vs VLTO
+57.1%
-83.5%
-58.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | VLTO | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.4% | +0.5% | -0.9% | -0.6% |
| 7D | -1.4% | +1.5% | -2.9% | -2.1% |
| 30D | +21.5% | +20.9% | +0.5% | +11.4% |
| 3M | +9.4% | +21.4% | -12.0% | +0.2% |
| 6M | -3.3% | +37.6% | -40.9% | -15.7% |
| YTD | -17.8% | +19.5% | -37.4% | -24.7% |
| 1Y | -22.2% | +22.0% | -44.2% | -29.3% |
| 3Y | -34.0% | +70.7% | -104.7% | -45.9% |
| All | -26.4% | +57.1% | -83.5% | -38.1% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling