-29.1%
CPRT vs IRE
-97.3%
+68.2%
-42.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | IRE | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.6% | -2.5% | +4.1% | +1.5% |
| 7D | +1.6% | -15.5% | +17.1% | +1.7% |
| 30D | +18.8% | -70.4% | +89.2% | +17.0% |
| 3M | +9.4% | -81.6% | +91.0% | +7.3% |
| 6M | -4.4% | -94.7% | +90.3% | -6.1% |
| YTD | -17.1% | -91.8% | +74.6% | -18.2% |
| 1Y | -19.9% | -97.6% | +77.7% | -20.5% |
| All | -29.1% | -97.3% | +68.2% | -29.9% |
Cumulative growth
Daily Returns
Daily percentage return beside IRE.
Daily Out/Under-Performance
Portfolio return minus IRE return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × IRE 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 10y: compounded portfolio wealth divided by compounded IRE 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…
10y analysis · Full analysis span regression · 6 months rolling