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  • LLY vs CPRT✓SelectedUSD · CPRTLLY vs CPRT performance historyLatest closeAs of-0.88%09/04
Stock and ETF performance explorer

LLY vs CPRT

vs
1w1mo3mo6mo1y3y5y10yallcustom
Portfolio return
+20,113.6%
CPRT return
+23,878.7%
Excess return
-3,765.1%
Maximum drawdown
-68.3%

Performance

Returns, benchmark comparison, and relative performance.

Performance by timeframe

Returns for all.

Portfolio and benchmark returns by period
PeriodPortfolioCPRTExcessAlpha
1D-0.9%+0.4%-1.3%-0.9%
7D-2.1%+2.2%-4.4%-2.4%
30D-1.6%+16.6%-18.2%-3.6%
3M+2.3%+9.6%-7.3%+0.9%
6M+14.9%-11.1%+26.0%+16.3%
YTD+7.5%-13.9%+21.3%+9.1%
1Y+55.7%-32.5%+88.2%+62.9%
3Y+110.6%-25.0%+135.6%+116.9%
5Y+363.4%-7.4%+370.8%+361.5%
10Y+1,649.0%+422.0%+1,227.0%+1,323.2%
All+20,113.6%+23,878.7%-3,765.1%+11,603.1%

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 all: 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…

all analysis · Full analysis span regression · 6 months rolling