+144.6%
LLY vs CPRT
-32.3%
+176.9%
-34.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | CPRT | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.4% | -0.5% | +1.9% | +1.5% |
| 7D | +1.6% | +4.0% | -2.4% | +0.8% |
| 30D | +21.5% | +18.2% | +3.2% | +17.1% |
| 3M | +16.4% | +9.2% | +7.3% | +13.8% |
| 6M | +51.5% | -4.8% | +56.3% | +52.6% |
| YTD | +33.9% | -17.5% | +51.4% | +39.4% |
| 1Y | +49.1% | -22.0% | +71.1% | +57.6% |
| 3Y | +144.6% | -33.7% | +178.3% | +178.4% |
| All | +144.6% | -32.3% | +176.9% | +178.4% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling