-31.7%
CPRT vs IJH
+48.6%
-80.2%
-57.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | IJH | Excess | Alpha |
|---|---|---|---|---|
| 1D | -4.0% | -0.9% | -3.1% | -3.4% |
| 7D | -8.4% | -2.5% | -5.9% | -7.0% |
| 30D | +4.6% | -5.0% | +9.6% | +7.9% |
| 3M | -1.9% | +0.5% | -2.5% | -2.4% |
| 6M | -15.3% | +8.2% | -23.5% | -19.9% |
| YTD | -21.5% | +12.5% | -33.9% | -27.5% |
| 1Y | -36.6% | +14.4% | -51.0% | -42.3% |
| All | -31.7% | +48.6% | -80.2% | -48.5% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling