-15.6%
CPRT vs PCOR
-22.6%
+7.0%
-58.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | PCOR | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.4% | 0.0% | -0.4% | -0.4% |
| 7D | +9.9% | +23.7% | -13.8% | +4.1% |
| 30D | +21.1% | +39.0% | -17.9% | +11.5% |
| 3M | +12.3% | +35.8% | -23.4% | +3.8% |
| 6M | -2.0% | +38.2% | -40.3% | -10.6% |
| YTD | -17.0% | +3.9% | -21.0% | -20.0% |
| 1Y | -22.5% | +5.7% | -28.2% | -25.9% |
| 3Y | -29.3% | +44.8% | -74.1% | -40.7% |
| 5Y | -15.6% | -19.8% | +4.2% | -24.0% |
| All | -15.6% | -22.6% | +7.0% | -24.0% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling