+1,190.7%
VUG vs CPRT
+2,936.3%
-1,745.6%
-50.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | CPRT | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.8% | +1.6% | +1.2% | +2.2% |
| 7D | +0.5% | +1.6% | -1.1% | -0.2% |
| 30D | -8.2% | +18.8% | -27.0% | -14.4% |
| 3M | -5.4% | +9.4% | -14.8% | -9.8% |
| 6M | -2.5% | -4.4% | +1.8% | -2.9% |
| YTD | +4.2% | -17.1% | +21.3% | +9.3% |
| 1Y | +5.0% | -19.9% | +24.9% | +11.6% |
| 3Y | +81.7% | -30.5% | +112.2% | +101.5% |
| 5Y | +62.5% | -15.9% | +78.5% | +65.5% |
| 10Y | +396.3% | +386.7% | +9.6% | +166.9% |
| All | +1,190.7% | +2,936.3% | -1,745.6% | +322.6% |
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