+46.3%
LLY vs CAH
+36.6%
+9.7%
-23.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | CAH | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.3% | +0.2% | +0.1% | +0.3% |
| 7D | +1.4% | +5.9% | -4.6% | +1.3% |
| 30D | +21.5% | +16.5% | +5.0% | +21.4% |
| 3M | +18.5% | +15.7% | +2.7% | +18.4% |
| 6M | +49.1% | +52.7% | -3.6% | +56.3% |
| YTD | +34.4% | +36.3% | -1.9% | +33.7% |
| 1Y | +46.3% | +36.7% | +9.6% | +45.0% |
| All | +46.3% | +36.6% | +9.7% | +45.0% |
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