+897.3%
VST vs CPRT
+384.7%
+512.7%
-53.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | CPRT | Excess | Alpha |
|---|---|---|---|---|
| 1D | -6.2% | -0.4% | -5.7% | -6.0% |
| 7D | -19.9% | +9.9% | -29.8% | -22.4% |
| 30D | -29.7% | +21.1% | -50.8% | -34.1% |
| 3M | -19.6% | +12.3% | -31.9% | -23.5% |
| 6M | -29.4% | -2.0% | -27.4% | -30.4% |
| YTD | -29.7% | -17.0% | -12.7% | -26.8% |
| 1Y | -40.0% | -22.5% | -17.5% | -36.0% |
| 3Y | +231.0% | -29.3% | +260.3% | +264.6% |
| 5Y | +500.1% | -15.6% | +515.7% | +504.8% |
| 10Y | +1,004.2% | +411.6% | +592.6% | +576.6% |
| All | +897.3% | +384.7% | +512.7% | +518.2% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling