+1,156.2%
ABBV vs CPRT
+799.2%
+357.0%
-45.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | CPRT | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.4% | +0.4% | -1.9% | -1.6% |
| 7D | +0.4% | +2.2% | -1.8% | -0.2% |
| 30D | +4.2% | +16.6% | -12.5% | -0.2% |
| 3M | +14.8% | +9.6% | +5.2% | +11.5% |
| 6M | +10.3% | -11.1% | +21.4% | +13.1% |
| YTD | +14.9% | -13.9% | +28.8% | +18.2% |
| 1Y | +24.1% | -32.5% | +56.7% | +36.8% |
| 3Y | +91.9% | -25.0% | +117.0% | +101.2% |
| 5Y | +176.0% | -7.4% | +183.4% | +164.6% |
| 10Y | +502.9% | +422.0% | +81.0% | +182.3% |
| All | +1,156.2% | +799.2% | +357.0% | +396.2% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling