-29.7%
CPRT vs IRE
-97.5%
+67.8%
-42.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | IRE | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.4% | +12.1% | -12.5% | -0.1% |
| 7D | -1.4% | -15.1% | +13.8% | -1.4% |
| 30D | +21.5% | -71.4% | +92.9% | +19.6% |
| 3M | +9.4% | -81.2% | +90.6% | +7.3% |
| 6M | -3.3% | -93.7% | +90.4% | -5.1% |
| YTD | -17.8% | -92.2% | +74.4% | -18.9% |
| 1Y | -22.2% | -97.3% | +75.1% | -23.0% |
| All | -29.7% | -97.5% | +67.8% | -30.5% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling