+2,881.1%
LLY vs CDW
+903.1%
+1,978.0%
-34.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | CDW | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.9% | -1.0% | +0.1% | -0.7% |
| 7D | -2.1% | +3.2% | -5.3% | -2.9% |
| 30D | -1.6% | +9.3% | -10.9% | -3.8% |
| 3M | +2.3% | +9.8% | -7.5% | -0.6% |
| 6M | +14.9% | +23.3% | -8.5% | +7.2% |
| YTD | +7.5% | +13.7% | -6.2% | +2.0% |
| 1Y | +55.7% | -6.5% | +62.2% | +54.5% |
| 3Y | +110.6% | -25.2% | +135.8% | +117.3% |
| 5Y | +363.4% | -19.5% | +382.9% | +360.3% |
| 10Y | +1,649.0% | +285.8% | +1,363.2% | +1,075.0% |
| All | +2,881.1% | +903.1% | +1,978.0% | +1,764.4% |
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