+42.7%
LLY vs CDE
-30.3%
+73.0%
-12.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 6mo.
| Period | Portfolio | CDE | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.3% | -2.2% | +3.5% | +1.2% |
| 7D | +6.7% | -9.6% | +16.4% | +6.6% |
| 30D | +19.6% | -6.7% | +26.2% | +19.6% |
| 3M | +19.7% | -24.2% | +43.9% | +20.0% |
| 6M | +42.7% | -29.1% | +71.8% | +44.7% |
| All | +42.7% | -30.3% | +73.0% | +44.7% |
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 6mo: 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…
6mo analysis · Full analysis span regression · 6 months rolling