+376.0%
CPRT vs COR
+489.9%
-113.9%
-58.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | COR | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.4% | +0.3% | -0.7% | -0.5% |
| 7D | -1.4% | -1.2% | -0.2% | -1.1% |
| 30D | +21.5% | +7.6% | +13.9% | +19.0% |
| 3M | +9.4% | +5.0% | +4.4% | +7.8% |
| 6M | -3.3% | +35.3% | -38.6% | -11.2% |
| YTD | -17.8% | +4.2% | -22.0% | -19.7% |
| 1Y | -22.2% | -3.4% | -18.7% | -22.3% |
| 3Y | -34.0% | +81.1% | -115.1% | -46.6% |
| 5Y | -15.4% | +195.8% | -211.3% | -42.3% |
| 10Y | +376.0% | +493.6% | -117.6% | +161.9% |
| All | +376.0% | +489.9% | -113.9% | +161.9% |
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