+17,170.0%
LLY vs CDE
-89.8%
+17,259.8%
-68.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | CDE | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.2% | -2.7% | +0.5% | -2.2% |
| 7D | -3.1% | +2.3% | -5.4% | -3.1% |
| 30D | -5.1% | +18.8% | -23.9% | -5.4% |
| 3M | -2.1% | +23.5% | -25.5% | -2.5% |
| 6M | +13.8% | -8.6% | +22.5% | +13.8% |
| YTD | +5.1% | +16.0% | -10.9% | +4.5% |
| 1Y | +53.1% | +42.1% | +11.1% | +51.7% |
| 3Y | +95.6% | +835.9% | -740.3% | +86.6% |
| 5Y | +361.5% | +197.6% | +163.9% | +345.2% |
| 10Y | +1,545.2% | +39.6% | +1,505.6% | +1,471.9% |
| All | +17,170.0% | -89.8% | +17,259.8% | +16,747.2% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling