+144.6%
LLY vs CFG
+187.2%
-42.6%
-34.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | CFG | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.4% | -0.4% | +1.9% | +1.5% |
| 7D | +1.6% | +0.7% | +0.9% | +1.6% |
| 30D | +21.5% | +2.8% | +18.7% | +21.2% |
| 3M | +16.4% | -10.1% | +26.5% | +17.4% |
| 6M | +51.5% | +3.2% | +48.3% | +50.6% |
| YTD | +33.9% | +14.2% | +19.7% | +31.6% |
| 1Y | +49.1% | +27.4% | +21.7% | +44.9% |
| 3Y | +144.6% | +187.6% | -43.0% | +143.3% |
| All | +144.6% | +187.2% | -42.6% | +143.3% |
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