+483.3%
LLY vs CCL
+32.6%
+450.7%
-34.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | CCL | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.3% | -0.4% | +1.6% | +1.3% |
| 7D | +6.7% | -1.2% | +7.9% | +6.8% |
| 30D | +19.6% | +13.1% | +6.4% | +18.4% |
| 3M | +19.7% | +3.4% | +16.3% | +19.2% |
| 6M | +42.7% | +18.7% | +24.0% | +40.3% |
| YTD | +35.1% | -2.3% | +37.4% | +34.4% |
| 1Y | +42.2% | +14.2% | +28.0% | +39.7% |
| 3Y | +140.8% | +133.6% | +7.2% | +125.1% |
| All | +483.3% | +32.6% | +450.7% | +447.8% |
Cumulative growth
Daily Returns
Daily percentage return beside CCL.
Daily Out/Under-Performance
Portfolio return minus CCL return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × CCL 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 CCL 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