+2,443.7%
LLY vs CFG
+351.2%
+2,092.6%
-34.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | CFG | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.8% | -3.1% | -0.6% | -3.4% |
| 7D | -0.7% | -2.2% | +1.5% | -0.4% |
| 30D | +17.9% | +0.4% | +17.5% | +17.8% |
| 3M | +16.8% | -12.6% | +29.4% | +18.6% |
| 6M | +38.4% | +0.6% | +37.8% | +38.0% |
| YTD | +27.6% | +12.4% | +15.2% | +25.3% |
| 1Y | +48.3% | +27.7% | +20.7% | +43.5% |
| 3Y | +145.4% | +172.4% | -27.0% | +114.4% |
| 5Y | +438.9% | +64.0% | +375.0% | +394.9% |
| 10Y | +2,101.6% | +252.8% | +1,848.8% | +1,589.2% |
| All | +2,443.7% | +351.2% | +2,092.6% | +1,779.6% |
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 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