+472.7%
LLY vs CDW
-1.8%
+474.4%
-34.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | CDW | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.3% | +2.2% | -1.8% | 0.0% |
| 7D | +1.4% | +2.6% | -1.2% | +0.9% |
| 30D | +21.5% | +20.4% | +1.1% | +17.6% |
| 3M | +18.5% | +28.5% | -10.0% | +12.9% |
| 6M | +49.1% | +70.6% | -21.5% | +32.8% |
| YTD | +34.4% | +29.1% | +5.3% | +25.5% |
| 1Y | +46.3% | +23.8% | +22.5% | +37.9% |
| 3Y | +145.5% | -14.5% | +159.9% | +146.0% |
| 5Y | +472.7% | -1.6% | +474.2% | +436.3% |
| All | +472.7% | -1.8% | +474.4% | +436.3% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling