+134.8%
VXUS vs CPRT
+398.2%
-263.5%
-36.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | CPRT | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.1% | -1.6% | +1.8% | +0.6% |
| 7D | -1.8% | +6.0% | -7.8% | -3.5% |
| 30D | -4.6% | +20.0% | -24.6% | -9.9% |
| 3M | -6.1% | +10.1% | -16.2% | -9.5% |
| 6M | -4.9% | -4.3% | -0.6% | -4.9% |
| YTD | +8.1% | -18.4% | +26.4% | +13.4% |
| 1Y | +12.1% | -20.1% | +32.2% | +18.4% |
| 3Y | +63.9% | -30.4% | +94.3% | +77.6% |
| 5Y | +43.1% | -17.0% | +60.1% | +41.9% |
| All | +134.8% | +398.2% | -263.5% | +46.9% |
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