-14.1%
CPRT vs VYM
+75.8%
-89.9%
-57.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | VYM | Excess | Alpha |
|---|---|---|---|---|
| 1D | -4.0% | -0.5% | -3.5% | -3.5% |
| 7D | -8.4% | -1.9% | -6.6% | -6.7% |
| 30D | +4.6% | -2.6% | +7.2% | +7.2% |
| 3M | -1.9% | +3.6% | -5.5% | -5.3% |
| 6M | -15.3% | +8.7% | -24.0% | -22.2% |
| YTD | -21.5% | +14.1% | -35.6% | -31.2% |
| 1Y | -36.6% | +17.8% | -54.4% | -46.4% |
| 3Y | -31.2% | +64.5% | -95.7% | -59.5% |
| 5Y | -14.1% | +77.5% | -91.6% | -53.6% |
| All | -14.1% | +75.8% | -89.9% | -53.6% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling