+8.7%
CPRT vs PCOR
-30.9%
+39.6%
-57.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | PCOR | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.4% | -4.3% | +4.7% | +1.4% |
| 7D | +2.2% | -9.0% | +11.2% | +4.4% |
| 30D | +16.6% | +4.2% | +12.5% | +15.3% |
| 3M | +9.6% | +14.4% | -4.8% | +5.5% |
| 6M | -11.1% | +0.2% | -11.3% | -12.6% |
| YTD | -13.9% | -20.3% | +6.4% | -11.2% |
| 1Y | -32.5% | -16.1% | -16.4% | -31.8% |
| 3Y | -25.0% | -14.7% | -10.3% | -27.6% |
| 5Y | -7.4% | -43.2% | +35.8% | -11.4% |
| All | +8.7% | -30.9% | +39.6% | +2.8% |
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