+140.5%
LLY vs CDE
+563.3%
-422.8%
-34.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | CDE | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.1% | -2.2% | +3.4% | +1.2% |
| 7D | +6.6% | -9.6% | +16.2% | +6.7% |
| 30D | +19.4% | -6.7% | +26.1% | +19.5% |
| 3M | +19.6% | -24.2% | +43.8% | +19.9% |
| 6M | +42.6% | -29.1% | +71.7% | +43.0% |
| YTD | +35.0% | -21.5% | +56.5% | +35.3% |
| 1Y | +42.0% | -7.4% | +49.4% | +42.4% |
| 3Y | +140.5% | +596.3% | -455.8% | +143.8% |
| All | +140.5% | +563.3% | -422.8% | +143.8% |
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 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