+1,610.3%
LLY vs CFG
+324.8%
+1,285.4%
-34.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | CFG | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.9% | -0.1% | -0.8% | -0.9% |
| 7D | -2.1% | +1.5% | -3.7% | -2.3% |
| 30D | -1.6% | -3.8% | +2.2% | -1.2% |
| 3M | +2.3% | +11.5% | -9.2% | +0.9% |
| 6M | +14.9% | +19.2% | -4.3% | +12.4% |
| YTD | +7.5% | +23.7% | -16.2% | +4.6% |
| 1Y | +55.7% | +38.8% | +16.8% | +49.4% |
| 3Y | +110.6% | +178.9% | -68.3% | +84.7% |
| 5Y | +363.4% | +101.8% | +261.6% | +316.4% |
| All | +1,610.3% | +324.8% | +1,285.4% | +1,116.6% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling