+132.2%
LLY vs CDW
-21.8%
+154.0%
-34.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | CDW | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.8% | -0.9% | +0.1% | -0.7% |
| 7D | -4.5% | +2.1% | -6.6% | -4.8% |
| 30D | +13.9% | +14.7% | -0.8% | +11.7% |
| 3M | +13.8% | +11.1% | +2.6% | +11.8% |
| 6M | +37.6% | +45.6% | -8.0% | +28.2% |
| YTD | +26.6% | +17.1% | +9.5% | +21.3% |
| 1Y | +45.3% | +13.2% | +32.2% | +40.1% |
| 3Y | +132.2% | -22.2% | +154.4% | +140.0% |
| All | +132.2% | -21.8% | +154.0% | +140.0% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling