+379.7%
VRT vs CPRT
-34.3%
+414.0%
-61.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | CPRT | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.6% | -0.5% | -3.1% | -3.6% |
| 7D | +10.5% | -0.4% | +10.9% | +10.6% |
| 30D | -9.3% | +21.2% | -30.5% | -12.0% |
| 3M | -29.6% | +8.3% | -37.9% | -30.5% |
| 6M | -45.4% | -3.4% | -42.0% | -44.4% |
| YTD | +24.8% | -18.7% | +43.5% | +35.9% |
| 1Y | +23.6% | -23.5% | +47.1% | +39.6% |
| 3Y | +379.7% | -34.2% | +413.8% | +488.1% |
| All | +379.7% | -34.3% | +414.0% | +488.1% |
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