-26.9%
CPRT vs VLTO
+54.8%
-81.8%
-58.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | VLTO | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.6% | +0.5% | -2.1% | -1.8% |
| 7D | +6.0% | +5.4% | +0.6% | +3.6% |
| 30D | +20.0% | +22.3% | -2.3% | +9.5% |
| 3M | +10.1% | +19.6% | -9.5% | +1.6% |
| 6M | -4.3% | +35.2% | -39.5% | -15.9% |
| YTD | -18.4% | +17.9% | -36.2% | -24.7% |
| 1Y | -20.1% | +19.5% | -39.6% | -26.8% |
| 3Y | -30.4% | +73.9% | -104.3% | -43.2% |
| All | -26.9% | +54.8% | -81.8% | -38.2% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling