+960.3%
VTI vs CPRT
+3,265.0%
-2,304.7%
-55.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | CPRT | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.3% | +0.4% | -0.7% | -0.4% |
| 7D | +0.1% | +2.2% | -2.1% | -0.6% |
| 30D | 0.0% | +16.6% | -16.6% | -5.1% |
| 3M | +2.0% | +9.6% | -7.6% | -1.9% |
| 6M | +13.0% | -11.1% | +24.1% | +16.1% |
| YTD | +13.9% | -13.9% | +27.8% | +17.9% |
| 1Y | +20.0% | -32.5% | +52.5% | +34.3% |
| 3Y | +75.8% | -25.0% | +100.8% | +88.0% |
| 5Y | +73.8% | -7.4% | +81.2% | +71.6% |
| 10Y | +297.5% | +422.0% | -124.5% | +131.5% |
| All | +960.3% | +3,265.0% | -2,304.7% | +266.3% |
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