+45.3%
LLY vs CPRT
-23.4%
+68.7%
-23.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | CPRT | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.8% | -1.6% | +0.8% | -0.6% |
| 7D | -4.5% | +6.0% | -10.5% | -5.3% |
| 30D | +13.9% | +20.0% | -6.1% | +11.2% |
| 3M | +13.8% | +10.1% | +3.6% | +12.2% |
| 6M | +37.6% | -4.3% | +41.9% | +37.5% |
| YTD | +26.6% | -18.4% | +45.0% | +29.8% |
| 1Y | +45.3% | -20.1% | +65.4% | +49.4% |
| All | +45.3% | -23.4% | +68.7% | +49.4% |
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