+2,954.7%
CPRT vs VO
+833.6%
+2,121.1%
-58.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | VO | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.4% | +1.3% | -1.7% | -1.4% |
| 7D | -1.4% | +0.2% | -1.6% | -1.7% |
| 30D | +21.5% | +2.0% | +19.5% | +19.5% |
| 3M | +9.4% | -0.3% | +9.7% | +9.5% |
| 6M | -3.3% | +7.3% | -10.6% | -8.9% |
| YTD | -17.8% | +15.0% | -32.8% | -26.8% |
| 1Y | -22.2% | +14.7% | -36.9% | -30.6% |
| 3Y | -34.0% | +67.3% | -101.3% | -56.5% |
| 5Y | -15.4% | +38.8% | -54.3% | -35.0% |
| 10Y | +376.0% | +201.6% | +174.4% | +108.9% |
| All | +2,954.7% | +833.6% | +2,121.1% | +305.7% |
Cumulative growth
Daily Returns
Daily percentage return beside VO.
Daily Out/Under-Performance
Portfolio return minus VO return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × VO 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 VO 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