-28.8%
CPRT vs VTR
+131.3%
-160.1%
-57.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | VTR | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.7% | -0.5% | -1.2% | -1.6% |
| 7D | -0.4% | -2.9% | +2.5% | +0.2% |
| 30D | +8.2% | -2.8% | +11.0% | +8.8% |
| 3M | +2.3% | +9.0% | -6.7% | +0.8% |
| 6M | -14.7% | +5.0% | -19.7% | -15.6% |
| YTD | -18.2% | +16.9% | -35.1% | -20.6% |
| 1Y | -33.4% | +34.3% | -67.7% | -37.1% |
| All | -28.8% | +131.3% | -160.1% | -41.0% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling