-32.5%
CPRT vs IJH
+18.2%
-50.7%
-45.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | IJH | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.4% | +0.1% | +0.3% | +0.4% |
| 7D | +2.2% | +0.1% | +2.1% | +2.2% |
| 30D | +16.6% | -1.5% | +18.1% | +17.2% |
| 3M | +9.6% | +0.8% | +8.8% | +9.2% |
| 6M | -11.1% | +7.6% | -18.7% | -14.1% |
| YTD | -13.9% | +15.5% | -29.3% | -18.2% |
| 1Y | -32.5% | +16.9% | -49.4% | -36.1% |
| All | -32.5% | +18.2% | -50.7% | -36.1% |
Cumulative growth
Daily Returns
Daily percentage return beside IJH.
Daily Out/Under-Performance
Portfolio return minus IJH return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × IJH 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 1y: compounded portfolio wealth divided by compounded IJH 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…
1y analysis · Full analysis span regression · 6 months rolling