-33.4%
CPRT vs VYM
+65.1%
-98.5%
-57.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | VYM | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.6% | +0.7% | -3.3% | -3.1% |
| 7D | -11.2% | -0.8% | -10.4% | -10.6% |
| 30D | +3.3% | -2.2% | +5.6% | +5.2% |
| 3M | -3.6% | +3.1% | -6.6% | -6.0% |
| 6M | -15.8% | +9.7% | -25.5% | -22.2% |
| YTD | -23.5% | +14.9% | -38.4% | -32.0% |
| 1Y | -38.8% | +17.6% | -56.3% | -46.7% |
| 3Y | -33.4% | +65.3% | -98.8% | -58.7% |
| All | -33.4% | +65.1% | -98.5% | -58.7% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling