+1,597.5%
CPRT vs VYM
+487.3%
+1,110.3%
-57.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1990-01-01 to 2026-09-09.
| Period | Portfolio | VYM | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.7% | -0.5% | -1.2% | -1.3% |
| 7D | -0.4% | -1.0% | +0.6% | +0.4% |
| 30D | +8.2% | -2.0% | +10.3% | +10.0% |
| 3M | +2.3% | +3.1% | -0.8% | -0.2% |
| 6M | -14.7% | +8.9% | -23.6% | -20.6% |
| YTD | -18.2% | +14.7% | -32.9% | -26.9% |
| 1Y | -33.4% | +19.4% | -52.8% | -42.5% |
| 3Y | -28.3% | +65.4% | -93.7% | -52.5% |
| 5Y | -9.8% | +77.6% | -87.4% | -42.9% |
| 10Y | +412.4% | +207.8% | +204.6% | +114.6% |
| All | +1,597.5% | +487.3% | +1,110.3% | +365.1% |
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 1990-01-01 to 2026-09-09: 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…
1990-01-01 to 2026-09-09 analysis · Full analysis span regression · 6 months rolling