+318.0%
CORZ vs CPRT
-35.8%
+353.8%
-64.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | CPRT | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.3% | -0.5% | -0.8% | -1.2% |
| 7D | +26.4% | -1.5% | +27.9% | +26.5% |
| 30D | -6.8% | +21.3% | -28.1% | -10.0% |
| 3M | -31.1% | +10.4% | -41.5% | -32.5% |
| 6M | -36.9% | -4.3% | -32.6% | -35.2% |
| YTD | -1.2% | -18.3% | +17.0% | +8.4% |
| 1Y | -12.5% | -22.5% | +10.0% | -1.3% |
| All | +318.0% | -35.8% | +353.8% | +485.4% |
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 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