+1,250.4%
VUG vs CPRT
+3,055.1%
-1,804.7%
-50.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | CPRT | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.5% | +0.4% | -0.9% | -0.6% |
| 7D | -0.1% | +2.2% | -2.3% | -1.0% |
| 30D | -0.3% | +16.6% | -17.0% | -6.5% |
| 3M | -0.7% | +9.6% | -10.3% | -5.3% |
| 6M | +14.6% | -11.1% | +25.7% | +18.4% |
| YTD | +9.0% | -13.9% | +22.9% | +13.6% |
| 1Y | +14.9% | -32.5% | +47.4% | +31.7% |
| 3Y | +86.0% | -25.0% | +111.1% | +101.7% |
| 5Y | +76.7% | -7.4% | +84.1% | +74.6% |
| 10Y | +411.3% | +422.0% | -10.7% | +170.0% |
| All | +1,250.4% | +3,055.1% | -1,804.7% | +339.1% |
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