+160.5%
VEA vs CPRT
+368.4%
-208.0%
-35.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | CPRT | Excess | Alpha |
|---|---|---|---|---|
| 1D | 0.0% | -0.5% | +0.5% | +0.2% |
| 7D | +2.3% | -0.4% | +2.6% | +2.4% |
| 30D | +0.2% | +21.2% | -21.0% | -5.8% |
| 3M | -5.3% | +8.3% | -13.6% | -8.4% |
| 6M | -0.9% | -3.4% | +2.4% | -1.2% |
| YTD | +12.2% | -18.7% | +30.9% | +18.1% |
| 1Y | +16.1% | -23.5% | +39.6% | +24.8% |
| 3Y | +73.0% | -34.2% | +107.1% | +92.1% |
| 5Y | +53.7% | -18.2% | +71.9% | +53.5% |
| All | +160.5% | +368.4% | -208.0% | +58.5% |
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