+4,360.8%
CPRT vs IYR
+707.1%
+3,653.7%
-72.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | IYR | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.5% | +0.1% | -0.6% | -0.6% |
| 7D | -0.4% | +0.6% | -1.0% | -0.6% |
| 30D | +21.2% | +6.6% | +14.6% | +17.9% |
| 3M | +8.3% | -1.8% | +10.1% | +9.3% |
| 6M | -3.4% | +1.4% | -4.8% | -3.8% |
| YTD | -18.7% | +10.5% | -29.2% | -22.2% |
| 1Y | -23.5% | +10.6% | -34.2% | -26.8% |
| 3Y | -34.2% | +41.8% | -76.0% | -43.9% |
| 5Y | -18.2% | +6.0% | -24.2% | -20.8% |
| 10Y | +370.9% | +86.7% | +284.3% | +261.9% |
| All | +4,360.8% | +707.1% | +3,653.7% | +1,311.2% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling