+619.5%
VRT vs CPRT
-25.5%
+645.0%
-61.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | CPRT | Excess | Alpha |
|---|---|---|---|---|
| 1D | +4.4% | +0.4% | +3.9% | +4.2% |
| 7D | +9.1% | +2.2% | +6.9% | +8.5% |
| 30D | +0.9% | +16.6% | -15.7% | -3.4% |
| 3M | -13.4% | +9.6% | -23.0% | -16.2% |
| 6M | +11.7% | -11.1% | +22.8% | +19.3% |
| YTD | +73.2% | -13.9% | +87.1% | +85.9% |
| 1Y | +123.4% | -32.5% | +155.9% | +184.6% |
| All | +619.5% | -25.5% | +645.0% | +681.3% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling