-9.7%
CPRT vs VSXY
+42.7%
-52.4%
-57.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | VSXY | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.3% | +3.9% | -7.2% | -3.7% |
| 7D | +0.4% | -6.8% | +7.2% | +0.9% |
| 30D | +9.9% | -20.4% | +30.3% | +12.0% |
| 3M | +5.6% | +2.9% | +2.7% | +4.9% |
| 6M | -13.6% | +67.9% | -81.5% | -19.6% |
| YTD | -16.7% | +44.9% | -61.6% | -21.5% |
| 1Y | -33.1% | +205.9% | -239.1% | -42.9% |
| 3Y | -27.1% | +373.9% | -400.9% | -45.6% |
| 5Y | -9.9% | +23.5% | -33.3% | -19.2% |
| All | -9.7% | +42.7% | -52.4% | -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 all: 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…
all analysis · Full analysis span regression · 6 months rolling