+57.3%
LLY vs CMG
+12.0%
+45.4%
-23.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | CMG | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.6% | +5.8% | -5.2% | 0.0% |
| 7D | +10.1% | +22.5% | -12.5% | +7.7% |
| 30D | +24.0% | +14.1% | +9.9% | +21.9% |
| 3M | +27.3% | +4.1% | +23.2% | +25.9% |
| 6M | +47.0% | +10.1% | +36.9% | +43.1% |
| YTD | +32.6% | -4.9% | +37.4% | +33.8% |
| 1Y | +57.3% | +10.9% | +46.4% | +52.8% |
| All | +57.3% | +12.0% | +45.4% | +52.8% |
Cumulative growth
Daily Returns
Daily percentage return beside CMG.
Daily Out/Under-Performance
Portfolio return minus CMG return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × CMG 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 1y: compounded portfolio wealth divided by compounded CMG 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…
1y analysis · Full analysis span regression · 6 months rolling