+455.4%
V vs CPRT
+386.2%
+69.2%
-36.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | CPRT | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.4% | -0.5% | +0.8% | +0.6% |
| 7D | +0.8% | +4.0% | -3.2% | -1.0% |
| 30D | +9.9% | +18.2% | -8.3% | +1.7% |
| 3M | +17.5% | +9.2% | +8.3% | +11.7% |
| 6M | +33.5% | -4.8% | +38.3% | +34.3% |
| YTD | +21.6% | -17.5% | +39.1% | +30.2% |
| 1Y | +27.6% | -22.0% | +49.6% | +40.2% |
| 3Y | +76.4% | -33.7% | +110.1% | +104.7% |
| 5Y | +103.8% | -15.0% | +118.8% | +102.5% |
| All | +455.4% | +386.2% | +69.2% | +168.6% |
Cumulative growth
Daily Returns
Daily percentage return beside CPRT.
Daily Out/Under-Performance
Portfolio return minus CPRT return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × CPRT 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 CPRT 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