+409.7%
VUG vs CPRT
+411.2%
-1.5%
-35.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | CPRT | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.4% | -3.3% | +2.9% | +1.2% |
| 7D | +0.9% | +0.4% | +0.5% | +0.6% |
| 30D | -1.4% | +9.9% | -11.3% | -6.1% |
| 3M | +2.3% | +5.6% | -3.3% | -1.8% |
| 6M | +15.7% | -13.6% | +29.3% | +22.1% |
| YTD | +8.6% | -16.7% | +25.3% | +16.1% |
| 1Y | +14.1% | -33.1% | +47.2% | +35.9% |
| 3Y | +87.9% | -27.1% | +115.0% | +108.9% |
| 5Y | +76.3% | -9.9% | +86.2% | +71.4% |
| 10Y | +409.7% | +415.3% | -5.7% | +160.2% |
| All | +409.7% | +411.2% | -1.5% | +160.2% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling