+412.4%
CPRT vs VSH
+172.7%
+239.7%
-57.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | VSH | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.7% | +0.7% | -2.4% | -1.9% |
| 7D | -0.4% | +3.5% | -3.9% | -1.2% |
| 30D | +8.2% | -4.4% | +12.6% | +9.1% |
| 3M | +2.3% | -45.8% | +48.1% | +15.3% |
| 6M | -14.7% | +90.1% | -104.9% | -35.7% |
| YTD | -18.2% | +120.3% | -138.5% | -41.8% |
| 1Y | -33.4% | +112.2% | -145.6% | -52.5% |
| 3Y | -28.3% | +36.6% | -64.9% | -43.6% |
| 5Y | -9.8% | +67.0% | -76.9% | -36.1% |
| 10Y | +412.4% | +179.5% | +232.9% | +169.1% |
| All | +412.4% | +172.7% | +239.7% | +169.1% |
Cumulative growth
Daily Returns
Daily percentage return beside VSH.
Daily Out/Under-Performance
Portfolio return minus VSH return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × VSH 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 10y: compounded portfolio wealth divided by compounded VSH 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…
10y analysis · Full analysis span regression · 6 months rolling