+412.4%
CPRT vs VMC
+146.8%
+265.6%
-57.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 2016-09-09 to 2026-09-09.
| Period | Portfolio | VMC | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.7% | -3.3% | +1.5% | -0.5% |
| 7D | -0.4% | -5.3% | +4.9% | +1.7% |
| 30D | +8.2% | -12.3% | +20.5% | +13.8% |
| 3M | +2.3% | -10.3% | +12.6% | +6.5% |
| 6M | -14.7% | -8.6% | -6.2% | -12.3% |
| YTD | -18.2% | -11.9% | -6.3% | -15.2% |
| 1Y | -33.4% | -13.9% | -19.5% | -30.4% |
| 3Y | -28.3% | +18.2% | -46.5% | -34.6% |
| 5Y | -9.8% | +47.7% | -57.6% | -24.9% |
| 10Y | +412.4% | +152.5% | +259.9% | +244.3% |
| All | +412.4% | +146.8% | +265.6% | +244.3% |
Cumulative growth
Daily Returns
Daily percentage return beside VMC.
Daily Out/Under-Performance
Portfolio return minus VMC return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × VMC 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 2016-09-09 to 2026-09-09: compounded portfolio wealth divided by compounded VMC 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…
2016-09-09 to 2026-09-09 analysis · Full analysis span regression · 6 months rolling