+132.2%
LLY vs CFG
+168.6%
-36.4%
-34.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | CFG | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.8% | -0.9% | +0.1% | -0.7% |
| 7D | -4.5% | -0.9% | -3.6% | -4.4% |
| 30D | +13.9% | +1.1% | +12.8% | +13.8% |
| 3M | +13.8% | -12.0% | +25.8% | +15.0% |
| 6M | +37.6% | -2.2% | +39.8% | +37.5% |
| YTD | +26.6% | +11.4% | +15.2% | +24.6% |
| 1Y | +45.3% | +27.8% | +17.5% | +41.0% |
| 3Y | +132.2% | +173.3% | -41.1% | +124.2% |
| All | +132.2% | +168.6% | -36.4% | +124.2% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling