+1,549.9%
LLY vs CMG
+327.5%
+1,222.4%
-34.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | CMG | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.7% | +0.2% | -0.8% | -0.7% |
| 7D | -2.9% | -2.1% | -0.9% | -2.7% |
| 30D | -8.4% | +10.9% | -19.3% | -9.6% |
| 3M | -3.8% | +15.8% | -19.6% | -6.0% |
| 6M | +11.9% | +6.9% | +5.0% | +10.3% |
| YTD | +4.3% | -2.2% | +6.5% | +3.9% |
| 1Y | +48.5% | -7.1% | +55.5% | +48.0% |
| 3Y | +91.2% | -7.1% | +98.4% | +90.5% |
| 5Y | +387.5% | -4.8% | +392.3% | +377.4% |
| All | +1,549.9% | +327.5% | +1,222.4% | +1,290.2% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling