+22,817.7%
CPRT vs VTR
+1,499.7%
+21,318.0%
-72.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | VTR | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.4% | -2.0% | +2.4% | +0.8% |
| 7D | +2.2% | -1.7% | +3.9% | +2.5% |
| 30D | +16.6% | -2.4% | +19.1% | +17.1% |
| 3M | +9.6% | +14.8% | -5.2% | +6.7% |
| 6M | -11.1% | +5.3% | -16.5% | -12.1% |
| YTD | -13.9% | +18.1% | -32.0% | -16.7% |
| 1Y | -32.5% | +36.7% | -69.2% | -36.6% |
| 3Y | -25.0% | +130.1% | -155.1% | -36.6% |
| 5Y | -7.4% | +89.5% | -96.9% | -19.5% |
| 10Y | +422.0% | +87.4% | +334.6% | +324.3% |
| All | +22,817.7% | +1,499.7% | +21,318.0% | +11,130.2% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling