+361.5%
CPRT vs VTR
+130.3%
+231.1%
-58.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | VTR | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.5% | -0.8% | +0.3% | -0.3% |
| 7D | -0.4% | +0.2% | -0.6% | -0.4% |
| 30D | +21.2% | +5.5% | +15.7% | +19.7% |
| 3M | +8.3% | -0.9% | +9.2% | +8.5% |
| 6M | -3.4% | -0.4% | -3.0% | -3.5% |
| YTD | -18.7% | +17.0% | -35.7% | -22.0% |
| 1Y | -23.5% | +18.0% | -41.5% | -26.8% |
| 3Y | -34.2% | +127.4% | -161.5% | -46.9% |
| 5Y | -18.2% | +92.3% | -110.5% | -32.1% |
| All | +361.5% | +130.3% | +231.1% | +240.4% |
Cumulative growth
Daily Returns
Daily percentage return beside VTR.
Daily Out/Under-Performance
Portfolio return minus VTR return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × VTR 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 VTR 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