+374.9%
CPRT vs VTRS
-48.4%
+423.3%
-57.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | VTRS | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.6% | +0.8% | -3.4% | -2.8% |
| 7D | -11.2% | -2.2% | -9.0% | -10.8% |
| 30D | +3.3% | +3.3% | 0.0% | +2.6% |
| 3M | -3.6% | +2.0% | -5.6% | -4.1% |
| 6M | -15.8% | +19.9% | -35.7% | -18.9% |
| YTD | -23.5% | +35.7% | -59.2% | -28.3% |
| 1Y | -38.8% | +68.1% | -106.8% | -45.1% |
| 3Y | -33.4% | +87.1% | -120.5% | -42.8% |
| 5Y | -16.4% | +47.6% | -64.0% | -26.3% |
| All | +374.9% | -48.4% | +423.3% | +372.8% |
Cumulative growth
Daily Returns
Daily percentage return beside VTRS.
Daily Out/Under-Performance
Portfolio return minus VTRS return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × VTRS 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 VTRS 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