+2,077.5%
LLY vs CAH
+418.0%
+1,659.5%
-34.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | CAH | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.1% | +1.1% | +0.1% | +0.8% |
| 7D | +6.6% | +3.5% | +3.2% | +5.6% |
| 30D | +19.4% | +13.5% | +6.0% | +15.4% |
| 3M | +19.6% | +21.8% | -2.3% | +13.1% |
| 6M | +42.6% | +51.5% | -9.0% | +27.0% |
| YTD | +35.0% | +38.1% | -3.1% | +22.1% |
| 1Y | +42.0% | +37.7% | +4.3% | +28.7% |
| 3Y | +140.5% | +179.6% | -39.1% | +75.0% |
| 5Y | +479.9% | +504.9% | -25.1% | +233.4% |
| All | +2,077.5% | +418.0% | +1,659.5% | +1,091.6% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling