-32.5%
CPRT vs IJR
+25.5%
-58.0%
-45.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | IJR | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.4% | +0.4% | 0.0% | +0.3% |
| 7D | +2.2% | -0.2% | +2.4% | +2.3% |
| 30D | +16.6% | -2.4% | +19.1% | +17.7% |
| 3M | +9.6% | +3.9% | +5.7% | +8.0% |
| 6M | -11.1% | +12.4% | -23.5% | -15.5% |
| YTD | -13.9% | +21.5% | -35.4% | -19.4% |
| 1Y | -32.5% | +24.0% | -56.5% | -36.7% |
| All | -32.5% | +25.5% | -58.0% | -36.7% |
Cumulative growth
Daily Returns
Daily percentage return beside IJR.
Daily Out/Under-Performance
Portfolio return minus IJR return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × IJR 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 IJR 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