+4,408.5%
CPRT vs IYR
+711.5%
+3,697.0%
-72.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | IYR | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.4% | -0.2% | -0.2% | -0.3% |
| 7D | -1.4% | -1.2% | -0.2% | -0.8% |
| 30D | +21.5% | +6.1% | +15.4% | +18.4% |
| 3M | +9.4% | +0.9% | +8.5% | +9.1% |
| 6M | -3.3% | +1.2% | -4.5% | -3.6% |
| YTD | -17.8% | +11.1% | -29.0% | -21.5% |
| 1Y | -22.2% | +9.0% | -31.2% | -25.1% |
| 3Y | -34.0% | +41.4% | -75.4% | -43.7% |
| 5Y | -15.4% | +6.7% | -22.1% | -18.3% |
| 10Y | +376.0% | +87.7% | +288.3% | +264.9% |
| All | +4,408.5% | +711.5% | +3,697.0% | +1,322.8% |
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