-24.4%
CPRT vs COR
+92.7%
-117.1%
-57.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | COR | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.4% | -1.9% | +2.3% | +0.6% |
| 7D | +2.2% | +2.8% | -0.6% | +1.9% |
| 30D | +16.6% | +4.5% | +12.1% | +16.0% |
| 3M | +9.6% | +22.7% | -13.1% | +7.5% |
| 6M | -11.1% | -9.7% | -1.4% | -10.9% |
| YTD | -13.9% | -1.4% | -12.4% | -14.3% |
| 1Y | -32.5% | +13.9% | -46.4% | -34.1% |
| All | -24.4% | +92.7% | -117.1% | -28.8% |
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