-34.2%
CPRT vs VSXY
+455.0%
-489.1%
-58.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | VSXY | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.5% | +1.5% | -2.0% | -0.6% |
| 7D | -0.4% | -1.7% | +1.4% | -0.3% |
| 30D | +21.2% | +20.1% | +1.0% | +20.3% |
| 3M | +8.3% | +16.6% | -8.3% | +7.6% |
| 6M | -3.4% | +134.9% | -138.3% | -7.8% |
| YTD | -18.7% | +96.0% | -114.7% | -21.8% |
| 1Y | -23.5% | +203.8% | -227.3% | -29.0% |
| 3Y | -34.2% | +465.3% | -499.5% | -42.7% |
| All | -34.2% | +455.0% | -489.1% | -42.7% |
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