+173.7%
VEA vs CPRT
+1,773.3%
-1,599.6%
-60.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | CPRT | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.4% | +0.4% | 0.0% | +0.3% |
| 7D | +1.0% | +2.2% | -1.3% | +0.1% |
| 30D | +1.9% | +16.6% | -14.7% | -4.3% |
| 3M | +3.2% | +9.6% | -6.4% | -1.5% |
| 6M | +10.2% | -11.1% | +21.4% | +14.0% |
| YTD | +18.9% | -13.9% | +32.8% | +23.9% |
| 1Y | +29.3% | -32.5% | +61.9% | +48.3% |
| 3Y | +76.8% | -25.0% | +101.8% | +89.7% |
| 5Y | +61.2% | -7.4% | +68.6% | +54.6% |
| 10Y | +163.3% | +422.0% | -258.7% | +11.1% |
| All | +173.7% | +1,773.3% | -1,599.6% | -39.8% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling