+497.0%
ABBV vs CPRT
+410.9%
+86.0%
-45.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | CPRT | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.9% | -1.7% | +2.6% | +1.3% |
| 7D | -4.1% | -0.4% | -3.7% | -4.1% |
| 30D | +1.2% | +8.2% | -7.1% | -0.8% |
| 3M | +12.1% | +2.3% | +9.8% | +11.0% |
| 6M | +12.0% | -14.7% | +26.8% | +15.6% |
| YTD | +12.4% | -18.2% | +30.6% | +16.7% |
| 1Y | +22.9% | -33.4% | +56.3% | +34.3% |
| 3Y | +86.8% | -28.3% | +115.1% | +96.8% |
| 5Y | +181.0% | -9.8% | +190.9% | +171.8% |
| 10Y | +497.0% | +412.4% | +84.6% | +236.3% |
| All | +497.0% | +410.9% | +86.0% | +236.3% |
Cumulative growth
Daily Returns
Daily percentage return beside CPRT.
Daily Out/Under-Performance
Portfolio return minus CPRT return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × CPRT 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 10y: compounded portfolio wealth divided by compounded CPRT 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…
10y analysis · Full analysis span regression · 6 months rolling