-15.9%
CPRT vs VSAT
+33.0%
-48.9%
-58.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | VSAT | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.6% | +16.3% | -14.7% | +0.9% |
| 7D | +1.6% | +0.4% | +1.3% | +1.5% |
| 30D | +18.8% | +3.3% | +15.5% | +18.3% |
| 3M | +9.4% | -7.5% | +16.9% | +9.4% |
| 6M | -4.4% | +6.2% | -10.6% | -5.8% |
| YTD | -17.1% | +115.8% | -132.9% | -22.6% |
| 1Y | -19.9% | +107.7% | -127.6% | -25.2% |
| 3Y | -30.5% | +292.0% | -322.5% | -41.7% |
| 5Y | -15.9% | +35.3% | -51.2% | -23.5% |
| All | -15.9% | +33.0% | -48.9% | -23.5% |
Cumulative growth
Daily Returns
Daily percentage return beside VSAT.
Daily Out/Under-Performance
Portfolio return minus VSAT return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × VSAT 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 VSAT 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