+55.7%
LLY vs CAH
+65.8%
-10.1%
-23.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | CAH | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.9% | -0.6% | -0.3% | -0.8% |
| 7D | -2.1% | +5.4% | -7.5% | -2.5% |
| 30D | -1.6% | +3.3% | -4.9% | -1.8% |
| 3M | +2.3% | +22.8% | -20.5% | +1.8% |
| 6M | +14.9% | +11.3% | +3.6% | +14.2% |
| YTD | +7.5% | +21.1% | -13.7% | +6.2% |
| 1Y | +55.7% | +67.2% | -11.6% | +41.0% |
| All | +55.7% | +65.8% | -10.1% | +41.0% |
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