+57.3%
LLY vs CFG
+34.2%
+23.1%
-23.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | CFG | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.6% | +2.4% | -1.8% | +0.4% |
| 7D | +10.1% | +1.8% | +8.3% | +9.9% |
| 30D | +24.0% | +3.3% | +20.8% | +23.7% |
| 3M | +27.3% | -9.8% | +37.1% | +28.2% |
| 6M | +47.0% | +5.2% | +41.8% | +44.6% |
| YTD | +32.6% | +16.1% | +16.5% | +26.6% |
| 1Y | +57.3% | +33.7% | +23.7% | +43.1% |
| All | +57.3% | +34.2% | +23.1% | +43.1% |
Cumulative growth
Daily Returns
Daily percentage return beside CFG.
Daily Out/Under-Performance
Portfolio return minus CFG return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × CFG 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 1y: compounded portfolio wealth divided by compounded CFG 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…
1y analysis · Full analysis span regression · 6 months rolling