-16.1%
CPRT vs IJH
+48.0%
-64.1%
-57.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | IJH | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.6% | +0.8% | -3.4% | -3.2% |
| 7D | -11.2% | -1.9% | -9.3% | -9.9% |
| 30D | +3.3% | -4.6% | +7.9% | +7.2% |
| 3M | -3.6% | -1.2% | -2.4% | -2.9% |
| 6M | -15.8% | +9.4% | -25.2% | -22.1% |
| YTD | -23.5% | +13.3% | -36.8% | -31.3% |
| 1Y | -38.8% | +13.4% | -52.1% | -45.2% |
| 3Y | -33.4% | +50.4% | -83.9% | -54.5% |
| All | -16.1% | +48.0% | -64.1% | -42.5% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling