-9.9%
CPRT vs VMC
+52.4%
-62.3%
-57.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | VMC | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.3% | -1.6% | -1.7% | -2.5% |
| 7D | +0.4% | -0.5% | +0.9% | +0.6% |
| 30D | +9.9% | -9.1% | +19.0% | +15.0% |
| 3M | +5.6% | -4.1% | +9.8% | +7.6% |
| 6M | -13.6% | -5.5% | -8.1% | -12.0% |
| YTD | -16.7% | -8.9% | -7.8% | -14.6% |
| 1Y | -33.1% | -12.9% | -20.2% | -29.9% |
| 3Y | -27.1% | +22.1% | -49.2% | -38.6% |
| 5Y | -9.9% | +52.7% | -62.6% | -34.9% |
| All | -9.9% | +52.4% | -62.3% | -34.9% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling