-14.1%
CPRT vs VTR
+90.0%
-104.1%
-57.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | VTR | Excess | Alpha |
|---|---|---|---|---|
| 1D | -4.0% | +1.2% | -5.2% | -4.3% |
| 7D | -8.4% | -1.8% | -6.6% | -8.0% |
| 30D | +4.6% | +4.0% | +0.6% | +3.6% |
| 3M | -1.9% | +7.8% | -9.8% | -3.8% |
| 6M | -15.3% | +6.4% | -21.7% | -16.8% |
| YTD | -21.5% | +18.3% | -39.8% | -25.0% |
| 1Y | -36.6% | +33.9% | -70.6% | -41.5% |
| 3Y | -31.2% | +134.3% | -165.5% | -46.5% |
| 5Y | -14.1% | +90.3% | -104.4% | -31.1% |
| All | -14.1% | +90.0% | -104.1% | -31.1% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling