+73.3%
VZ vs CPRT
+370.9%
-297.6%
-41.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | CPRT | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.1% | -0.5% | +0.4% | 0.0% |
| 7D | +0.9% | -1.5% | +2.4% | +1.2% |
| 30D | +6.9% | +21.4% | -14.4% | +3.7% |
| 3M | +0.6% | +10.4% | -9.8% | -1.2% |
| 6M | +0.3% | -4.3% | +4.6% | +0.5% |
| YTD | +21.9% | -18.3% | +40.2% | +24.7% |
| 1Y | +21.7% | -22.5% | +44.2% | +25.5% |
| 3Y | +58.5% | -34.3% | +92.8% | +66.0% |
| 5Y | +22.4% | -17.8% | +40.2% | +21.6% |
| All | +73.3% | +370.9% | -297.6% | +33.7% |
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