-16.1%
CPRT vs IJR
+39.9%
-56.1%
-57.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | IJR | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.6% | +0.5% | -3.1% | -3.0% |
| 7D | -11.2% | -2.2% | -9.0% | -9.8% |
| 30D | +3.3% | -4.6% | +7.9% | +6.6% |
| 3M | -3.6% | +0.2% | -3.8% | -3.8% |
| 6M | -15.8% | +14.7% | -30.5% | -23.5% |
| YTD | -23.5% | +18.9% | -42.4% | -32.2% |
| 1Y | -38.8% | +19.9% | -58.7% | -46.3% |
| 3Y | -33.4% | +53.0% | -86.5% | -52.6% |
| All | -16.1% | +39.9% | -56.1% | -36.5% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling