-30.4%
CPRT vs COR
+74.4%
-104.8%
-58.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | COR | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.6% | -1.8% | +0.2% | -1.4% |
| 7D | +6.0% | +0.8% | +5.2% | +6.0% |
| 30D | +20.0% | +5.1% | +14.9% | +19.3% |
| 3M | +10.1% | +2.8% | +7.3% | +9.7% |
| 6M | -4.3% | +32.5% | -36.9% | -6.6% |
| YTD | -18.4% | -0.7% | -17.7% | -18.9% |
| 1Y | -20.1% | -6.7% | -13.4% | -20.2% |
| 3Y | -30.4% | +73.7% | -104.1% | -33.6% |
| All | -30.4% | +74.4% | -104.8% | -33.6% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling