-22.2%
CPRT vs COR
-3.1%
-19.1%
-36.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | COR | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.4% | +0.3% | -0.7% | -0.5% |
| 7D | -1.4% | -1.2% | -0.2% | -1.2% |
| 30D | +21.5% | +7.6% | +13.9% | +20.0% |
| 3M | +9.4% | +5.0% | +4.4% | +8.3% |
| 6M | -3.3% | +35.3% | -38.6% | -5.9% |
| YTD | -17.8% | +4.2% | -22.0% | -19.3% |
| 1Y | -22.2% | -3.4% | -18.7% | -24.1% |
| All | -22.2% | -3.1% | -19.1% | -24.1% |
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