-36.6%
CPRT vs VTR
+35.8%
-72.4%
-44.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | VTR | Excess | Alpha |
|---|---|---|---|---|
| 1D | -4.0% | +1.2% | -5.2% | -4.2% |
| 7D | -8.4% | -1.8% | -6.6% | -8.1% |
| 30D | +4.6% | +4.0% | +0.6% | +3.9% |
| 3M | -1.9% | +7.8% | -9.8% | -2.6% |
| 6M | -15.3% | +6.4% | -21.7% | -16.2% |
| YTD | -21.5% | +18.3% | -39.8% | -22.3% |
| 1Y | -36.6% | +33.9% | -70.6% | -38.3% |
| All | -36.6% | +35.8% | -72.4% | -38.3% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling