+372.0%
LLY vs CDNS
+76.3%
+295.7%
-34.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | CDNS | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.9% | -4.0% | +3.1% | -0.2% |
| 7D | -2.1% | -14.0% | +11.9% | +0.2% |
| 30D | -1.6% | -13.2% | +11.6% | +0.5% |
| 3M | +2.3% | -28.9% | +31.2% | +7.7% |
| 6M | +14.9% | -4.2% | +19.1% | +14.1% |
| YTD | +7.5% | -6.4% | +13.8% | +6.7% |
| 1Y | +55.7% | -16.2% | +71.9% | +57.5% |
| 3Y | +110.6% | +20.2% | +90.4% | +92.5% |
| All | +372.0% | +76.3% | +295.7% | +286.5% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling