0.0%
VRT vs CPRT
-23.4%
+23.4%
-53.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | CPRT | Excess | Alpha |
|---|---|---|---|---|
| 1D | +3.5% | -1.6% | +5.1% | +2.6% |
| 7D | -21.4% | +6.0% | -27.4% | -18.6% |
| 30D | -25.8% | +20.0% | -45.8% | -18.5% |
| 3M | -33.5% | +10.1% | -43.7% | -28.5% |
| 6M | -49.0% | -4.3% | -44.7% | -47.3% |
| YTD | +12.9% | -18.4% | +31.3% | +10.3% |
| 1Y | 0.0% | -20.1% | +20.1% | -3.9% |
| All | 0.0% | -23.4% | +23.4% | -3.9% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling