+2,080.1%
LLY vs CPRT
+368.4%
+1,711.7%
-34.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | CPRT | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.3% | -0.5% | +1.8% | +1.4% |
| 7D | +6.7% | -0.4% | +7.1% | +6.9% |
| 30D | +19.6% | +21.2% | -1.6% | +13.8% |
| 3M | +19.7% | +8.3% | +11.4% | +16.7% |
| 6M | +42.7% | -3.4% | +46.1% | +42.8% |
| YTD | +35.1% | -18.7% | +53.8% | +41.0% |
| 1Y | +42.2% | -23.5% | +65.7% | +50.7% |
| 3Y | +140.8% | -34.2% | +174.9% | +163.5% |
| 5Y | +480.6% | -18.2% | +498.8% | +489.4% |
| All | +2,080.1% | +368.4% | +1,711.7% | +1,441.7% |
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