-30.2%
CPRT vs IRE
-97.2%
+67.1%
-42.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | IRE | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.6% | +39.6% | -41.2% | -0.6% |
| 7D | +6.0% | -27.2% | +33.2% | +5.8% |
| 30D | +20.0% | -75.1% | +95.1% | +17.9% |
| 3M | +10.1% | -77.9% | +88.0% | +8.4% |
| 6M | -4.3% | -94.6% | +90.3% | -6.0% |
| YTD | -18.4% | -91.5% | +73.1% | -19.4% |
| 1Y | -20.1% | -97.8% | +77.7% | -20.5% |
| All | -30.2% | -97.2% | +67.1% | -30.9% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling