-23.9%
CPRT vs COR
+5.5%
-29.3%
-38.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | COR | Excess | Alpha |
|---|---|---|---|---|
| 1D | +5.0% | +4.0% | +1.1% | +4.4% |
| 7D | +12.6% | +9.1% | +3.5% | +11.2% |
| 30D | +18.0% | +12.4% | +5.6% | +16.1% |
| 3M | +11.0% | +15.8% | -4.9% | +8.8% |
| 6M | -2.0% | +17.1% | -19.1% | -4.6% |
| YTD | -16.7% | +5.4% | -22.1% | -17.9% |
| 1Y | -23.9% | +3.5% | -27.4% | -25.4% |
| All | -23.9% | +5.5% | -29.3% | -25.4% |
Cumulative growth
Daily Returns
Daily percentage return beside COR.
Daily Out/Under-Performance
Portfolio return minus COR return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × COR 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 COR 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