+57.3%
LLY vs CDE
+0.7%
+56.6%
-23.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | CDE | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.6% | +8.7% | -8.1% | +0.3% |
| 7D | +10.1% | +1.1% | +9.0% | +10.0% |
| 30D | +24.0% | -14.5% | +38.5% | +24.8% |
| 3M | +27.3% | -10.1% | +37.3% | +27.6% |
| 6M | +47.0% | -16.9% | +63.8% | +47.3% |
| YTD | +32.6% | -18.1% | +50.7% | +33.1% |
| 1Y | +57.3% | +5.6% | +51.7% | +54.7% |
| All | +57.3% | +0.7% | +56.6% | +54.7% |
Cumulative growth
Daily Returns
Daily percentage return beside CDE.
Daily Out/Under-Performance
Portfolio return minus CDE return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × CDE 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 1y: compounded portfolio wealth divided by compounded CDE 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…
1y analysis · Full analysis span regression · 6 months rolling