+48.5%
LLY vs CDE
+40.5%
+7.9%
-23.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | CDE | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.7% | +1.2% | -1.8% | -0.7% |
| 7D | -2.9% | -3.1% | +0.2% | -2.8% |
| 30D | -8.4% | +9.5% | -17.9% | -8.7% |
| 3M | -3.8% | +25.5% | -29.2% | -4.4% |
| 6M | +11.9% | -7.9% | +19.8% | +11.2% |
| YTD | +4.3% | +15.6% | -11.2% | +4.6% |
| 1Y | +48.5% | +34.0% | +14.4% | +57.6% |
| All | +48.5% | +40.5% | +7.9% | +57.6% |
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