+3,439.7%
LLY vs CDW
+942.7%
+2,497.0%
-34.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | CDW | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.8% | -6.1% | +2.4% | -2.4% |
| 7D | -0.7% | -4.1% | +3.5% | 0.0% |
| 30D | +17.9% | +16.7% | +1.2% | +13.6% |
| 3M | +16.8% | +13.6% | +3.2% | +12.6% |
| 6M | +38.4% | +17.0% | +21.4% | +30.4% |
| YTD | +27.6% | +18.1% | +9.5% | +19.4% |
| 1Y | +48.3% | +10.5% | +37.9% | +41.0% |
| 3Y | +145.4% | -20.9% | +166.3% | +148.5% |
| 5Y | +438.9% | -9.3% | +448.2% | +417.3% |
| 10Y | +2,101.6% | +310.6% | +1,791.0% | +1,351.1% |
| All | +3,439.7% | +942.7% | +2,497.0% | +2,082.3% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling