-9.9%
CPRT vs COR
+180.8%
-190.7%
-57.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | COR | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.3% | -1.9% | -1.4% | -3.0% |
| 7D | +0.4% | -1.9% | +2.3% | +0.8% |
| 30D | +9.9% | +1.5% | +8.4% | +9.5% |
| 3M | +5.6% | +18.7% | -13.1% | +2.2% |
| 6M | -13.6% | -9.0% | -4.6% | -12.4% |
| YTD | -16.7% | -3.3% | -13.4% | -16.8% |
| 1Y | -33.1% | +9.8% | -43.0% | -35.5% |
| 3Y | -27.1% | +87.4% | -114.4% | -41.3% |
| 5Y | -9.9% | +180.5% | -190.4% | -39.6% |
| All | -9.9% | +180.8% | -190.7% | -39.6% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling