+1,216.9%
VST vs CPRT
+403.2%
+813.7%
-53.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | CPRT | Excess | Alpha |
|---|---|---|---|---|
| 1D | +3.5% | +0.4% | +3.1% | +3.4% |
| 7D | +8.9% | +2.2% | +6.7% | +8.1% |
| 30D | +6.2% | +16.6% | -10.4% | +0.7% |
| 3M | -2.7% | +9.6% | -12.3% | -6.7% |
| 6M | -8.4% | -11.1% | +2.8% | -5.6% |
| YTD | -7.2% | -13.9% | +6.7% | -3.6% |
| 1Y | -20.9% | -32.5% | +11.6% | -10.3% |
| 3Y | +384.0% | -25.0% | +409.0% | +426.9% |
| 5Y | +757.1% | -7.4% | +764.4% | +741.5% |
| All | +1,216.9% | +403.2% | +813.7% | +713.6% |
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