+2,080.1%
LLY vs CDE
+57.8%
+2,022.3%
-34.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | CDE | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.3% | -2.2% | +3.5% | +1.3% |
| 7D | +6.7% | -9.6% | +16.4% | +7.0% |
| 30D | +19.6% | -6.7% | +26.2% | +19.7% |
| 3M | +19.7% | -24.2% | +43.9% | +20.5% |
| 6M | +42.7% | -29.1% | +71.8% | +43.7% |
| YTD | +35.1% | -21.5% | +56.6% | +35.2% |
| 1Y | +42.2% | -7.4% | +49.6% | +41.5% |
| 3Y | +140.8% | +596.3% | -455.5% | +119.6% |
| 5Y | +480.6% | +95.7% | +384.8% | +447.7% |
| All | +2,080.1% | +57.8% | +2,022.3% | +1,775.9% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling