-29.4%
VST vs CPRT
-2.0%
-27.4%
-33.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 6mo.
| Period | Portfolio | CPRT | Excess | Alpha |
|---|---|---|---|---|
| 1D | -6.2% | -0.4% | -5.7% | -6.3% |
| 7D | -19.9% | +9.9% | -29.8% | -16.3% |
| 30D | -29.7% | +21.1% | -50.8% | -23.7% |
| 3M | -19.6% | +12.3% | -31.9% | -13.5% |
| 6M | -29.4% | -2.0% | -27.4% | -25.4% |
| All | -29.4% | -2.0% | -27.4% | -25.4% |
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 6mo: 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…
6mo analysis · Full analysis span regression · 6 months rolling