-16.1%
CPRT vs VSXY
+22.6%
-38.8%
-57.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | VSXY | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.6% | +3.1% | -5.7% | -2.9% |
| 7D | -11.2% | +0.1% | -11.3% | -11.2% |
| 30D | +3.3% | -18.7% | +22.0% | +5.1% |
| 3M | -3.6% | -4.0% | +0.4% | -3.6% |
| 6M | -15.8% | +67.5% | -83.2% | -21.9% |
| YTD | -23.5% | +39.7% | -63.2% | -27.8% |
| 1Y | -38.8% | +180.0% | -218.7% | -47.7% |
| 3Y | -33.4% | +337.3% | -370.7% | -51.0% |
| All | -16.1% | +22.6% | -38.8% | -20.5% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling