+472.7%
LLY vs CPRT
-15.6%
+488.3%
-34.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | CPRT | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.3% | -0.4% | +0.8% | +0.4% |
| 7D | +1.4% | -1.4% | +2.7% | +1.7% |
| 30D | +21.5% | +21.5% | 0.0% | +16.1% |
| 3M | +18.5% | +9.4% | +9.0% | +15.5% |
| 6M | +49.1% | -3.3% | +52.4% | +49.4% |
| YTD | +34.4% | -17.8% | +52.2% | +39.8% |
| 1Y | +46.3% | -22.2% | +68.5% | +54.4% |
| 3Y | +145.5% | -34.0% | +179.5% | +169.3% |
| 5Y | +472.7% | -15.4% | +488.1% | +474.5% |
| All | +472.7% | -15.6% | +488.3% | +474.5% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling