-41.3%
CORZ vs CPRT
-24.7%
-16.6%
-57.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | CPRT | Excess | Alpha |
|---|---|---|---|---|
| 1D | -10.4% | +5.0% | -15.4% | -8.3% |
| 7D | -14.9% | +12.6% | -27.6% | -10.8% |
| 30D | -23.1% | +18.0% | -41.1% | -18.4% |
| 3M | -44.1% | +11.0% | -55.0% | -41.1% |
| 6M | -39.5% | -2.0% | -37.5% | -35.6% |
| YTD | -12.4% | -16.7% | +4.3% | -9.7% |
| 1Y | -41.3% | -23.9% | -17.4% | -42.4% |
| All | -41.3% | -24.7% | -16.6% | -42.4% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling