+2,826.7%
VRT vs CPRT
+126.3%
+2,700.3%
-71.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | CPRT | Excess | Alpha |
|---|---|---|---|---|
| 1D | +3.7% | -3.3% | +7.0% | +5.4% |
| 7D | +13.6% | +0.4% | +13.2% | +13.3% |
| 30D | +6.8% | +9.9% | -3.1% | +0.9% |
| 3M | -3.2% | +5.6% | -8.9% | -8.6% |
| 6M | +20.3% | -13.6% | +34.0% | +26.9% |
| YTD | +79.6% | -16.7% | +96.3% | +91.1% |
| 1Y | +139.0% | -33.1% | +172.1% | +191.0% |
| 3Y | +644.6% | -27.1% | +671.7% | +756.2% |
| 5Y | +1,024.4% | -9.9% | +1,034.2% | +1,015.3% |
| All | +2,826.7% | +126.3% | +2,700.3% | +2,099.0% |
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