+1,560.7%
LLY vs CDE
+59.7%
+1,501.0%
-34.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | CDE | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.1% | -3.1% | +3.0% | 0.0% |
| 7D | -3.2% | -6.1% | +2.9% | -3.0% |
| 30D | -7.4% | +9.5% | -16.9% | -7.7% |
| 3M | -1.0% | +32.0% | -33.0% | -2.0% |
| 6M | +12.5% | -12.8% | +25.3% | +12.5% |
| YTD | +5.0% | +14.2% | -9.2% | +4.0% |
| 1Y | +49.8% | +36.3% | +13.5% | +47.2% |
| 3Y | +95.5% | +821.4% | -725.9% | +76.8% |
| 5Y | +390.7% | +194.3% | +196.4% | +357.1% |
| All | +1,560.7% | +59.7% | +1,501.0% | +1,396.8% |
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