+41.1%
LLY vs CAG
-10.4%
+51.5%
-23.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | CAG | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.7% | -1.9% | +1.2% | -0.3% |
| 7D | +4.6% | -6.2% | +10.8% | +6.0% |
| 30D | +22.4% | +7.4% | +14.9% | +20.4% |
| 3M | +17.1% | -1.6% | +18.7% | +17.1% |
| 6M | +44.6% | +6.3% | +38.3% | +42.4% |
| YTD | +33.5% | -10.1% | +43.5% | +42.1% |
| 1Y | +41.1% | -10.2% | +51.4% | +49.5% |
| All | +41.1% | -10.4% | +51.5% | +49.5% |
Cumulative growth
Daily Returns
Daily percentage return beside CAG.
Daily Out/Under-Performance
Portfolio return minus CAG return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × CAG 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 1y: compounded portfolio wealth divided by compounded CAG 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…
1y analysis · Full analysis span regression · 6 months rolling