+60.5%
VZ vs CPRT
+423.6%
-363.1%
-41.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | CPRT | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.9% | +0.4% | -1.3% | -1.0% |
| 7D | +0.1% | +2.2% | -2.1% | -0.3% |
| 30D | +7.9% | +16.6% | -8.7% | +5.2% |
| 3M | +13.6% | +9.6% | +4.1% | +11.8% |
| 6M | +1.1% | -11.1% | +12.2% | +2.5% |
| YTD | +29.3% | -13.9% | +43.2% | +31.5% |
| 1Y | +21.2% | -32.5% | +53.8% | +27.9% |
| 3Y | +75.9% | -25.0% | +100.9% | +80.5% |
| 5Y | +24.1% | -7.4% | +31.5% | +20.8% |
| All | +60.5% | +423.6% | -363.1% | +14.0% |
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