+420.1%
CORZ vs CPRT
-32.3%
+452.3%
-64.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | CPRT | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.1% | +0.4% | -0.5% | -0.1% |
| 7D | +8.4% | +2.2% | +6.1% | +7.8% |
| 30D | -17.8% | +16.6% | -34.5% | -20.5% |
| 3M | -35.9% | +9.6% | -45.5% | -37.2% |
| 6M | +12.9% | -11.1% | +24.1% | +21.5% |
| YTD | +22.9% | -13.9% | +36.7% | +33.3% |
| 1Y | +31.4% | -32.5% | +63.9% | +65.5% |
| All | +420.1% | -32.3% | +452.3% | +620.0% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling