+751.9%
LLY vs CIFR
+78.3%
+673.6%
-34.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | CIFR | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.9% | +2.1% | -3.0% | -0.9% |
| 7D | -2.1% | +16.9% | -19.1% | -2.3% |
| 30D | -1.6% | -5.2% | +3.6% | -1.6% |
| 3M | +2.3% | -30.6% | +32.9% | +2.5% |
| 6M | +14.9% | +10.6% | +4.3% | +14.1% |
| YTD | +7.5% | +20.2% | -12.7% | +6.4% |
| 1Y | +55.7% | +139.7% | -84.0% | +51.9% |
| 3Y | +110.6% | +489.4% | -378.8% | +101.3% |
| 5Y | +363.4% | +54.4% | +309.0% | +348.1% |
| All | +751.9% | +78.3% | +673.6% | +706.2% |
Cumulative growth
Daily Returns
Daily percentage return beside CIFR.
Daily Out/Under-Performance
Portfolio return minus CIFR return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × CIFR 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 CIFR 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