+20,705.6%
LLY vs CDNS
+6,674.8%
+14,030.8%
-68.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | CDNS | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.8% | +2.7% | -3.5% | -1.1% |
| 7D | -4.5% | -2.4% | -2.1% | -4.2% |
| 30D | +13.9% | -10.2% | +24.1% | +15.3% |
| 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% | +24.6% |
| 1Y | +45.3% | -1.4% | +46.7% | +43.6% |
| 3Y | +132.2% | +28.1% | +104.1% | +118.8% |
| 5Y | +434.7% | +79.7% | +354.9% | +375.9% |
| 10Y | +2,084.3% | +1,183.3% | +901.0% | +1,401.6% |
| All | +20,705.6% | +6,674.8% | +14,030.8% | +9,107.4% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling