+20,113.6%
LLY vs CPRT
+23,878.7%
-3,765.1%
-68.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | CPRT | Excess | Alpha |
|---|---|---|---|---|
| 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