+281.7%
CORZ vs CPRT
-35.1%
+316.8%
-64.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | CPRT | Excess | Alpha |
|---|---|---|---|---|
| 1D | +3.2% | -0.5% | +3.7% | +3.3% |
| 7D | -7.8% | +4.0% | -11.8% | -8.2% |
| 30D | -14.8% | +18.2% | -33.0% | -17.3% |
| 3M | -32.5% | +9.2% | -41.6% | -33.6% |
| 6M | -42.7% | -4.8% | -37.9% | -40.8% |
| YTD | -9.8% | -17.5% | +7.7% | -1.1% |
| 1Y | -31.9% | -22.0% | -9.9% | -23.1% |
| All | +281.7% | -35.1% | +316.8% | +434.0% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling