+241.9%
CORZ vs CPRT
-35.8%
+277.7%
-64.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | CPRT | Excess | Alpha |
|---|---|---|---|---|
| 1D | +3.3% | -1.6% | +5.0% | +3.5% |
| 7D | -11.2% | +6.0% | -17.3% | -12.1% |
| 30D | -26.2% | +20.0% | -46.2% | -28.7% |
| 3M | -44.1% | +10.1% | -54.3% | -45.3% |
| 6M | -52.3% | -4.3% | -47.9% | -51.1% |
| YTD | -19.2% | -18.4% | -0.8% | -11.4% |
| 1Y | -42.9% | -20.1% | -22.8% | -36.9% |
| All | +241.9% | -35.8% | +277.7% | +378.8% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling