-22.5%
CPRT vs IYR
+8.9%
-31.4%
-36.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | IYR | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.5% | -0.6% | +0.1% | 0.0% |
| 7D | -1.5% | -0.1% | -1.4% | -1.4% |
| 30D | +21.4% | +5.7% | +15.6% | +16.6% |
| 3M | +10.4% | -0.6% | +11.0% | +10.8% |
| 6M | -4.3% | +0.5% | -4.8% | -4.3% |
| YTD | -18.3% | +10.4% | -28.7% | -21.6% |
| 1Y | -22.5% | +9.2% | -31.7% | -25.9% |
| All | -22.5% | +8.9% | -31.4% | -25.9% |
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