+387.8%
VUG vs CPRT
+398.2%
-10.5%
-35.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | CPRT | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.9% | -1.6% | +2.5% | +1.6% |
| 7D | -3.4% | +6.0% | -9.4% | -6.1% |
| 30D | -11.1% | +20.0% | -31.1% | -18.6% |
| 3M | -7.2% | +10.1% | -17.4% | -12.6% |
| 6M | -4.1% | -4.3% | +0.2% | -4.6% |
| YTD | +1.4% | -18.4% | +19.8% | +8.5% |
| 1Y | +1.9% | -20.1% | +22.0% | +10.0% |
| 3Y | +77.7% | -30.4% | +108.1% | +100.7% |
| 5Y | +57.6% | -17.0% | +74.6% | +58.1% |
| All | +387.8% | +398.2% | -10.5% | +164.0% |
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