+262.4%
VST vs CPRT
-30.7%
+293.1%
-48.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | CPRT | Excess | Alpha |
|---|---|---|---|---|
| 1D | +10.6% | -1.6% | +12.2% | +10.7% |
| 7D | -9.8% | +6.0% | -15.8% | -10.5% |
| 30D | -25.1% | +20.0% | -45.2% | -27.2% |
| 3M | -11.6% | +10.1% | -21.7% | -13.2% |
| 6M | -20.9% | -4.3% | -16.6% | -19.3% |
| YTD | -22.3% | -18.4% | -3.9% | -15.7% |
| 1Y | -32.0% | -20.1% | -11.9% | -25.7% |
| 3Y | +262.4% | -30.4% | +292.8% | +349.5% |
| All | +262.4% | -30.7% | +293.1% | +349.5% |
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