+200.9%
ABBV vs CPRT
-15.9%
+216.9%
-21.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | CPRT | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.1% | -1.6% | +2.7% | +1.3% |
| 7D | -1.2% | +6.0% | -7.3% | -1.9% |
| 30D | +8.0% | +20.0% | -12.0% | +5.7% |
| 3M | +20.2% | +10.1% | +10.1% | +18.5% |
| 6M | +44.0% | -4.3% | +48.3% | +44.1% |
| YTD | +31.3% | -18.4% | +49.7% | +33.6% |
| 1Y | +37.0% | -20.1% | +57.1% | +39.8% |
| 3Y | +128.0% | -30.4% | +158.4% | +136.3% |
| All | +200.9% | -15.9% | +216.9% | +199.2% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling