+361.8%
VRT vs CPRT
-30.7%
+392.5%
-61.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | CPRT | Excess | Alpha |
|---|---|---|---|---|
| 1D | +3.5% | -1.6% | +5.1% | +3.6% |
| 7D | -21.4% | +6.0% | -27.4% | -22.0% |
| 30D | -25.8% | +20.0% | -45.8% | -28.0% |
| 3M | -33.5% | +10.1% | -43.7% | -34.7% |
| 6M | -49.0% | -4.3% | -44.7% | -48.0% |
| YTD | +12.9% | -18.4% | +31.3% | +22.9% |
| 1Y | 0.0% | -20.1% | +20.1% | +9.9% |
| 3Y | +361.8% | -30.4% | +392.2% | +445.7% |
| All | +361.8% | -30.7% | +392.5% | +445.7% |
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