+132.2%
LLY vs CPRT
-30.7%
+162.9%
-34.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | CPRT | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.8% | -1.6% | +0.8% | -0.4% |
| 7D | -4.5% | +6.0% | -10.5% | -5.7% |
| 30D | +13.9% | +20.0% | -6.1% | +9.5% |
| 3M | +13.8% | +10.1% | +3.6% | +11.0% |
| 6M | +37.6% | -4.3% | +41.9% | +38.3% |
| YTD | +26.6% | -18.4% | +45.0% | +32.1% |
| 1Y | +45.3% | -20.1% | +65.4% | +52.4% |
| 3Y | +132.2% | -30.4% | +162.6% | +161.8% |
| All | +132.2% | -30.7% | +162.9% | +161.8% |
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