+483.3%
LLY vs CCI
-35.6%
+518.9%
-34.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | CCI | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.3% | +1.3% | 0.0% | +1.0% |
| 7D | +6.7% | +2.5% | +4.2% | +6.3% |
| 30D | +19.6% | +14.4% | +5.1% | +16.6% |
| 3M | +19.7% | +21.7% | -2.0% | +15.2% |
| 6M | +42.7% | +4.0% | +38.7% | +41.4% |
| YTD | +35.1% | +6.2% | +28.9% | +33.0% |
| 1Y | +42.2% | +5.4% | +36.8% | +40.1% |
| 3Y | +140.8% | +11.7% | +129.1% | +129.3% |
| All | +483.3% | -35.6% | +518.9% | +581.6% |
Cumulative growth
Daily Returns
Daily percentage return beside CCI.
Daily Out/Under-Performance
Portfolio return minus CCI return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × CCI 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 5y: compounded portfolio wealth divided by compounded CCI 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…
5y analysis · Full analysis span regression · 6 months rolling