+16,113.3%
CPRT vs COR
+18,492.1%
-2,378.8%
-72.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | COR | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.5% | +0.9% | -1.3% | -0.6% |
| 7D | +4.0% | +2.4% | +1.6% | +3.5% |
| 30D | +18.2% | +7.7% | +10.6% | +16.6% |
| 3M | +9.2% | +7.5% | +1.7% | +7.6% |
| 6M | -4.8% | +34.1% | -39.0% | -10.1% |
| YTD | -17.5% | +3.9% | -21.4% | -18.7% |
| 1Y | -22.0% | -3.6% | -18.4% | -22.1% |
| 3Y | -33.7% | +80.5% | -114.2% | -41.9% |
| 5Y | -15.0% | +194.9% | -209.8% | -32.5% |
| 10Y | +385.2% | +486.6% | -101.4% | +231.9% |
| All | +16,113.3% | +18,492.1% | -2,378.8% | +6,885.1% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling