+42.2%
LLY vs CPRT
-22.5%
+64.7%
-23.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | CPRT | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.3% | -0.5% | +1.8% | +1.3% |
| 7D | +6.7% | -0.4% | +7.1% | +6.8% |
| 30D | +19.6% | +21.2% | -1.6% | +16.9% |
| 3M | +19.7% | +8.3% | +11.4% | +18.4% |
| 6M | +42.7% | -3.4% | +46.1% | +42.4% |
| YTD | +35.1% | -18.7% | +53.8% | +37.7% |
| 1Y | +42.2% | -23.5% | +65.7% | +43.9% |
| All | +42.2% | -22.5% | +64.7% | +43.9% |
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