+2,042.3%
LLY vs CFG
+396.4%
+1,646.0%
-34.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| 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% | +0.8% |
| 6M | +14.9% | +19.2% | -4.3% | +12.3% |
| YTD | +7.5% | +23.7% | -16.2% | +4.4% |
| 1Y | +55.7% | +38.8% | +16.8% | +49.1% |
| 3Y | +110.6% | +178.9% | -68.3% | +83.4% |
| 5Y | +363.4% | +101.8% | +261.6% | +313.8% |
| 10Y | +1,649.0% | +317.3% | +1,331.7% | +1,209.6% |
| All | +2,042.3% | +396.4% | +1,646.0% | +1,465.9% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling