-9.9%
CPRT vs IYR
+5.6%
-15.5%
-57.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | IYR | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.3% | -0.1% | -3.2% | -3.3% |
| 7D | +0.4% | -0.4% | +0.8% | +0.7% |
| 30D | +9.9% | -2.5% | +12.4% | +11.9% |
| 3M | +5.6% | +1.5% | +4.2% | +4.8% |
| 6M | -13.6% | +3.9% | -17.5% | -15.7% |
| YTD | -16.7% | +9.5% | -26.3% | -21.6% |
| 1Y | -33.1% | +7.5% | -40.6% | -36.3% |
| 3Y | -27.1% | +30.8% | -57.8% | -40.6% |
| 5Y | -9.9% | +4.8% | -14.7% | -9.2% |
| All | -9.9% | +5.6% | -15.5% | -9.2% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling