+1,155.8%
VUG vs CPRT
+2,889.5%
-1,733.7%
-50.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | CPRT | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.9% | -1.6% | +2.5% | +1.5% |
| 7D | -3.4% | +6.0% | -9.4% | -5.7% |
| 30D | -11.1% | +20.0% | -31.1% | -17.5% |
| 3M | -7.2% | +10.1% | -17.4% | -11.8% |
| 6M | -4.1% | -4.3% | +0.2% | -4.6% |
| YTD | +1.4% | -18.4% | +19.8% | +7.0% |
| 1Y | +1.9% | -20.1% | +22.0% | +8.3% |
| 3Y | +77.7% | -30.4% | +108.1% | +96.8% |
| 5Y | +57.6% | -17.0% | +74.6% | +61.2% |
| 10Y | +398.6% | +403.2% | -4.7% | +165.3% |
| All | +1,155.8% | +2,889.5% | -1,733.7% | +313.6% |
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