+57.3%
LLY vs CAH
+38.5%
+18.8%
-23.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | CAH | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.6% | +3.6% | -2.9% | +0.5% |
| 7D | +10.1% | +7.0% | +3.1% | +9.9% |
| 30D | +24.0% | +12.4% | +11.7% | +24.1% |
| 3M | +27.3% | +12.2% | +15.1% | +27.5% |
| 6M | +47.0% | +33.2% | +13.8% | +51.0% |
| YTD | +32.6% | +28.4% | +4.2% | +32.9% |
| 1Y | +57.3% | +35.0% | +22.3% | +52.5% |
| All | +57.3% | +38.5% | +18.8% | +52.5% |
Cumulative growth
Daily Returns
Daily percentage return beside CAH.
Daily Out/Under-Performance
Portfolio return minus CAH return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × CAH 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 CAH 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