+374.9%
CPRT vs VWO
+117.1%
+257.8%
-57.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | VWO | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.6% | +0.7% | -3.3% | -3.0% |
| 7D | -11.2% | -1.8% | -9.4% | -10.2% |
| 30D | +3.3% | -0.1% | +3.4% | +3.4% |
| 3M | -3.6% | +2.2% | -5.8% | -5.3% |
| 6M | -15.8% | +8.8% | -24.5% | -21.1% |
| YTD | -23.5% | +12.4% | -35.9% | -30.2% |
| 1Y | -38.8% | +15.6% | -54.3% | -45.3% |
| 3Y | -33.4% | +62.5% | -96.0% | -53.8% |
| 5Y | -16.4% | +34.3% | -50.6% | -33.8% |
| All | +374.9% | +117.1% | +257.8% | +178.7% |
Cumulative growth
Daily Returns
Daily percentage return beside VWO.
Daily Out/Under-Performance
Portfolio return minus VWO return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × VWO 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 VWO 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