+44.4%
LLY vs CAI
-8.1%
+52.5%
-23.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | CAI | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.2% | -1.0% | -1.2% | -2.1% |
| 7D | -3.1% | +0.2% | -3.3% | -3.1% |
| 30D | -5.1% | +9.1% | -14.2% | -5.8% |
| 3M | -2.1% | +53.8% | -55.8% | -5.7% |
| 6M | +13.8% | +33.5% | -19.7% | +10.2% |
| YTD | +5.1% | -8.0% | +13.1% | +3.4% |
| 1Y | +53.1% | -28.7% | +81.8% | +54.7% |
| All | +44.4% | -8.1% | +52.5% | +42.1% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling