+21,831.6%
LLY vs CAH
+17,016.9%
+4,814.7%
-68.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | CAH | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.7% | +0.2% | -0.9% | -0.8% |
| 7D | +4.6% | +3.9% | +0.7% | +3.4% |
| 30D | +22.4% | +16.0% | +6.3% | +17.1% |
| 3M | +17.1% | +19.1% | -1.9% | +11.0% |
| 6M | +44.6% | +53.0% | -8.4% | +27.1% |
| YTD | +33.5% | +36.6% | -3.2% | +20.1% |
| 1Y | +41.1% | +37.4% | +3.7% | +26.8% |
| 3Y | +143.8% | +178.8% | -35.1% | +74.7% |
| 5Y | +473.4% | +498.6% | -25.2% | +222.8% |
| 10Y | +2,035.0% | +413.1% | +1,621.9% | +1,080.4% |
| All | +21,831.6% | +17,016.9% | +4,814.7% | +5,076.5% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling