+2,080.1%
LLY vs CFG
+216.2%
+1,863.9%
-34.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | CFG | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.3% | +0.6% | +0.6% | +1.2% |
| 7D | +6.7% | +3.2% | +3.5% | +6.4% |
| 30D | +19.6% | +5.1% | +14.4% | +18.9% |
| 3M | +19.7% | -11.2% | +31.0% | +21.2% |
| 6M | +42.7% | +9.6% | +33.2% | +41.0% |
| YTD | +35.1% | +15.0% | +20.2% | +32.6% |
| 1Y | +42.2% | +29.9% | +12.3% | +37.6% |
| 3Y | +140.8% | +192.1% | -51.3% | +110.9% |
| 5Y | +480.6% | +62.3% | +418.3% | +438.0% |
| All | +2,080.1% | +216.2% | +1,863.9% | +1,774.6% |
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