+1,627.7%
CPRT vs VYM
+490.3%
+1,137.5%
-57.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | VYM | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.3% | -0.4% | -2.9% | -3.0% |
| 7D | +0.4% | +0.1% | +0.3% | +0.3% |
| 30D | +9.9% | -1.3% | +11.2% | +11.0% |
| 3M | +5.6% | +4.1% | +1.6% | +2.2% |
| 6M | -13.6% | +9.8% | -23.4% | -20.1% |
| YTD | -16.7% | +15.3% | -32.0% | -25.9% |
| 1Y | -33.1% | +20.0% | -53.1% | -42.5% |
| 3Y | -27.1% | +66.2% | -93.3% | -51.8% |
| 5Y | -9.9% | +77.5% | -87.4% | -43.0% |
| 10Y | +415.3% | +201.7% | +213.6% | +118.7% |
| All | +1,627.7% | +490.3% | +1,137.5% | +371.4% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling