+85.7%
LLY vs CAI
-14.7%
+100.3%
-23.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | CAI | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.3% | -3.8% | +5.1% | +1.6% |
| 7D | +6.7% | -8.7% | +15.4% | +7.5% |
| 30D | +19.6% | -23.8% | +43.4% | +22.0% |
| 3M | +19.7% | +3.9% | +15.8% | +19.0% |
| 6M | +42.7% | +56.8% | -14.1% | +36.7% |
| YTD | +35.1% | -14.6% | +49.7% | +33.3% |
| 1Y | +42.2% | -5.2% | +47.4% | +39.0% |
| All | +85.7% | -14.7% | +100.3% | +83.3% |
Cumulative growth
Daily Returns
Daily percentage return beside CAI.
Daily Out/Under-Performance
Portfolio return minus CAI return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × CAI 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 CAI 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