-23.9%
CPRT vs VYM
+21.8%
-45.7%
-38.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | VYM | Excess | Alpha |
|---|---|---|---|---|
| 1D | +5.0% | +1.2% | +3.8% | +4.4% |
| 7D | +12.6% | +1.2% | +11.5% | +12.0% |
| 30D | +18.0% | +5.2% | +12.7% | +15.4% |
| 3M | +11.0% | +0.5% | +10.4% | +10.5% |
| 6M | -2.0% | +7.7% | -9.7% | -5.9% |
| YTD | -16.7% | +17.2% | -33.9% | -21.5% |
| 1Y | -23.9% | +21.7% | -45.5% | -28.0% |
| All | -23.9% | +21.8% | -45.7% | -28.0% |
Cumulative growth
Daily Returns
Daily percentage return beside VYM.
Daily Out/Under-Performance
Portfolio return minus VYM return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × VYM 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 1y: compounded portfolio wealth divided by compounded VYM 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…
1y analysis · Full analysis span regression · 6 months rolling