+20,705.6%
LLY vs CAG
+602.0%
+20,103.6%
-68.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | CAG | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.8% | -1.7% | +1.0% | -0.3% |
| 7D | -4.5% | +5.8% | -10.3% | -6.1% |
| 30D | +13.9% | +16.4% | -2.4% | +9.1% |
| 3M | +13.8% | +3.8% | +9.9% | +12.2% |
| 6M | +37.6% | +10.8% | +26.8% | +32.8% |
| YTD | +26.6% | -5.8% | +32.4% | +27.2% |
| 1Y | +45.3% | -2.4% | +47.7% | +44.5% |
| 3Y | +132.2% | -33.4% | +165.7% | +152.1% |
| 5Y | +434.7% | -39.4% | +474.1% | +489.3% |
| 10Y | +2,084.3% | -37.5% | +2,121.8% | +2,158.8% |
| All | +20,705.6% | +602.0% | +20,103.6% | +8,495.5% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling