+443.8%
LLY vs CDNS
+78.1%
+365.8%
-34.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | CDNS | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.8% | +2.7% | -3.5% | -1.2% |
| 7D | -4.5% | -2.4% | -2.1% | -4.1% |
| 30D | +13.9% | -10.2% | +24.1% | +15.6% |
| 3M | +13.8% | -5.5% | +19.2% | +14.2% |
| 6M | +37.6% | -9.9% | +47.5% | +38.4% |
| YTD | +26.6% | +2.3% | +24.3% | +23.6% |
| 1Y | +45.3% | -1.4% | +46.7% | +42.7% |
| 3Y | +132.2% | +28.1% | +104.1% | +110.1% |
| All | +443.8% | +78.1% | +365.8% | +352.2% |
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