-38.8%
CPRT vs IYR
+6.2%
-45.0%
-44.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | IYR | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.6% | +0.8% | -3.4% | -3.2% |
| 7D | -11.2% | -1.4% | -9.8% | -10.3% |
| 30D | +3.3% | -2.7% | +6.0% | +5.4% |
| 3M | -3.6% | -2.1% | -1.4% | -1.7% |
| 6M | -15.8% | +3.6% | -19.3% | -17.0% |
| YTD | -23.5% | +8.1% | -31.6% | -26.4% |
| 1Y | -38.8% | +4.7% | -43.5% | -40.6% |
| All | -38.8% | +6.2% | -45.0% | -40.6% |
Cumulative growth
Daily Returns
Daily percentage return beside IYR.
Daily Out/Under-Performance
Portfolio return minus IYR return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × IYR 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 1y: compounded portfolio wealth divided by compounded IYR 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…
1y analysis · Full analysis span regression · 6 months rolling