+2,043.2%
LLY vs CDW
+303.2%
+1,740.0%
-34.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | CDW | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.8% | -0.9% | +0.1% | -0.6% |
| 7D | -4.5% | +2.1% | -6.6% | -5.1% |
| 30D | +13.9% | +14.7% | -0.8% | +10.1% |
| 3M | +13.8% | +11.1% | +2.6% | +10.2% |
| 6M | +37.6% | +45.6% | -8.0% | +23.7% |
| YTD | +26.6% | +17.1% | +9.5% | +18.6% |
| 1Y | +45.3% | +13.2% | +32.2% | +37.2% |
| 3Y | +132.2% | -22.2% | +154.4% | +136.4% |
| 5Y | +434.7% | -10.1% | +444.8% | +413.0% |
| All | +2,043.2% | +303.2% | +1,740.0% | +1,500.2% |
Cumulative growth
Daily Returns
Daily percentage return beside CDW.
Daily Out/Under-Performance
Portfolio return minus CDW return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × CDW 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 CDW 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