-38.8%
CPRT vs IJH
+14.9%
-53.6%
-44.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | IJH | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.6% | +0.8% | -3.4% | -2.9% |
| 7D | -11.2% | -1.9% | -9.3% | -10.6% |
| 30D | +3.3% | -4.6% | +7.9% | +4.9% |
| 3M | -3.6% | -1.2% | -2.4% | -3.3% |
| 6M | -15.8% | +9.4% | -25.2% | -19.3% |
| YTD | -23.5% | +13.3% | -36.8% | -26.9% |
| 1Y | -38.8% | +13.4% | -52.1% | -41.5% |
| All | -38.8% | +14.9% | -53.6% | -41.5% |
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