+21,200.5%
CPRT vs VMC
+2,760.1%
+18,440.4%
-72.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | VMC | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.6% | +2.6% | -1.0% | +0.8% |
| 7D | +1.6% | +0.3% | +1.3% | +1.5% |
| 30D | +18.8% | +18.6% | +0.2% | +12.8% |
| 3M | +9.4% | +2.0% | +7.4% | +8.6% |
| 6M | -4.4% | +2.6% | -7.0% | -5.4% |
| YTD | -17.1% | +2.3% | -19.4% | -18.4% |
| 1Y | -19.9% | +1.7% | -21.6% | -21.1% |
| 3Y | -30.5% | +41.7% | -72.2% | -38.5% |
| 5Y | -15.9% | +46.6% | -62.6% | -26.6% |
| 10Y | +386.7% | +140.3% | +246.4% | +250.8% |
| All | +21,200.5% | +2,760.1% | +18,440.4% | +7,413.0% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling