+3.0%
CPRT vs PCOR
-10.3%
+13.3%
-58.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | PCOR | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.6% | -0.4% | -1.3% | -1.5% |
| 7D | +6.0% | +22.7% | -16.7% | +0.8% |
| 30D | +20.0% | +37.5% | -17.4% | +11.0% |
| 3M | +10.1% | +35.2% | -25.1% | +2.0% |
| 6M | -4.3% | +42.2% | -46.6% | -13.1% |
| YTD | -18.4% | +3.6% | -22.0% | -21.2% |
| 1Y | -20.1% | -4.8% | -15.3% | -21.4% |
| 3Y | -30.4% | +48.3% | -78.8% | -41.5% |
| 5Y | -17.0% | -20.1% | +3.1% | -25.7% |
| All | +3.0% | -10.3% | +13.3% | -8.8% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling