+412.4%
CPRT vs COR
+399.7%
+12.7%
-57.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | COR | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.7% | -0.4% | -1.3% | -1.6% |
| 7D | -0.4% | -3.9% | +3.5% | +0.6% |
| 30D | +8.2% | -0.3% | +8.6% | +8.2% |
| 3M | +2.3% | +15.9% | -13.6% | -1.7% |
| 6M | -14.7% | -10.3% | -4.5% | -12.9% |
| YTD | -18.2% | -3.7% | -14.5% | -18.3% |
| 1Y | -33.4% | +9.1% | -42.4% | -36.0% |
| 3Y | -28.3% | +86.6% | -114.9% | -41.9% |
| 5Y | -9.8% | +180.9% | -190.8% | -35.9% |
| 10Y | +412.4% | +407.4% | +4.9% | +212.6% |
| All | +412.4% | +399.7% | +12.7% | +212.6% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling