-33.4%
CPRT vs IJR
+52.1%
-85.5%
-57.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | IJR | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.6% | +0.5% | -3.1% | -2.9% |
| 7D | -11.2% | -2.2% | -9.0% | -10.1% |
| 30D | +3.3% | -4.6% | +7.9% | +5.9% |
| 3M | -3.6% | +0.2% | -3.8% | -3.7% |
| 6M | -15.8% | +14.7% | -30.5% | -21.8% |
| YTD | -23.5% | +18.9% | -42.4% | -30.3% |
| 1Y | -38.8% | +19.9% | -58.7% | -44.6% |
| 3Y | -33.4% | +53.0% | -86.5% | -47.6% |
| All | -33.4% | +52.1% | -85.5% | -47.6% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling