+92.7%
LLY vs CDE
+826.1%
-733.5%
-34.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | CDE | Excess | Alpha |
|---|---|---|---|---|
| 1D | 0.0% | +1.6% | -1.6% | 0.0% |
| 7D | -3.1% | -2.0% | -1.1% | -3.1% |
| 30D | -8.6% | +15.7% | -24.3% | -8.8% |
| 3M | -1.6% | +30.5% | -32.2% | -1.9% |
| 6M | +11.8% | -7.4% | +19.2% | +11.6% |
| YTD | +5.1% | +17.9% | -12.8% | +5.0% |
| 1Y | +50.7% | +46.7% | +4.0% | +50.7% |
| All | +92.7% | +826.1% | -733.5% | +92.6% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling