+374.9%
CPRT vs VYM
+209.2%
+165.8%
-57.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | VYM | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.6% | +0.7% | -3.3% | -3.2% |
| 7D | -11.2% | -0.8% | -10.4% | -10.5% |
| 30D | +3.3% | -2.2% | +5.6% | +5.5% |
| 3M | -3.6% | +3.1% | -6.6% | -6.4% |
| 6M | -15.8% | +9.7% | -25.5% | -23.1% |
| YTD | -23.5% | +14.9% | -38.4% | -33.2% |
| 1Y | -38.8% | +17.6% | -56.3% | -47.8% |
| 3Y | -33.4% | +65.3% | -98.8% | -59.4% |
| 5Y | -16.4% | +78.7% | -95.1% | -52.3% |
| All | +374.9% | +209.2% | +165.8% | +53.0% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling