-30.4%
CPRT vs PCOR
+43.8%
-74.2%
-58.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | PCOR | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.6% | -0.4% | -1.3% | -1.6% |
| 7D | +6.0% | +22.7% | -16.7% | +1.6% |
| 30D | +20.0% | +37.5% | -17.4% | +12.5% |
| 3M | +10.1% | +35.2% | -25.1% | +3.3% |
| 6M | -4.3% | +42.2% | -46.6% | -11.8% |
| YTD | -18.4% | +3.6% | -22.0% | -21.3% |
| 1Y | -20.1% | -4.8% | -15.3% | -21.9% |
| 3Y | -30.4% | +48.3% | -78.8% | -38.9% |
| All | -30.4% | +43.8% | -74.2% | -38.9% |
Cumulative growth
Daily Returns
Daily percentage return beside PCOR.
Daily Out/Under-Performance
Portfolio return minus PCOR return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × PCOR 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 PCOR 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