+232.7%
LITE vs CPRT
-24.7%
+257.5%
-44.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | CPRT | Excess | Alpha |
|---|---|---|---|---|
| 1D | -7.9% | +5.0% | -12.9% | -3.1% |
| 7D | -31.4% | +12.6% | -44.1% | -22.3% |
| 30D | -42.6% | +18.0% | -60.6% | -31.9% |
| 3M | -26.2% | +11.0% | -37.2% | -15.5% |
| 6M | -35.8% | -2.0% | -33.8% | -30.2% |
| YTD | +70.0% | -16.7% | +86.7% | +65.4% |
| 1Y | +232.7% | -23.9% | +256.6% | +178.2% |
| All | +232.7% | -24.7% | +257.5% | +178.2% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling