-31.7%
CPRT vs VSXY
+339.2%
-370.9%
-57.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | VSXY | Excess | Alpha |
|---|---|---|---|---|
| 1D | -4.0% | -3.1% | -0.9% | -3.9% |
| 7D | -8.4% | -0.3% | -8.1% | -8.4% |
| 30D | +4.6% | -22.1% | +26.7% | +5.5% |
| 3M | -1.9% | -1.1% | -0.8% | -2.1% |
| 6M | -15.3% | +53.8% | -69.1% | -17.8% |
| YTD | -21.5% | +35.5% | -56.9% | -23.3% |
| 1Y | -36.6% | +186.0% | -222.6% | -41.7% |
| All | -31.7% | +339.2% | -370.9% | -39.2% |
Cumulative growth
Daily Returns
Daily percentage return beside VSXY.
Daily Out/Under-Performance
Portfolio return minus VSXY return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × VSXY 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 3y: compounded portfolio wealth divided by compounded VSXY 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…
3y analysis · Full analysis span regression · 6 months rolling