+1,560.7%
LLY vs CDNS
+1,042.5%
+518.1%
-34.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | CDNS | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.1% | +0.1% | -0.2% | -0.1% |
| 7D | -3.2% | -6.5% | +3.4% | -1.8% |
| 30D | -7.4% | -13.0% | +5.6% | -4.9% |
| 3M | -1.0% | -26.0% | +25.0% | +5.0% |
| 6M | +12.5% | -2.8% | +15.3% | +11.3% |
| YTD | +5.0% | -8.8% | +13.8% | +4.9% |
| 1Y | +49.8% | -15.8% | +65.6% | +51.9% |
| 3Y | +95.5% | +19.7% | +75.7% | +76.3% |
| 5Y | +390.7% | +70.8% | +319.9% | +291.2% |
| All | +1,560.7% | +1,042.5% | +518.1% | +729.8% |
Cumulative growth
Daily Returns
Daily percentage return beside CDNS.
Daily Out/Under-Performance
Portfolio return minus CDNS return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × CDNS 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 10y: compounded portfolio wealth divided by compounded CDNS 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…
10y analysis · Full analysis span regression · 6 months rolling