+1,560.7%
LLY vs CMG
+326.7%
+1,234.0%
-34.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | CMG | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.1% | +0.3% | -0.4% | -0.1% |
| 7D | -3.2% | -3.8% | +0.7% | -2.7% |
| 30D | -7.4% | +12.9% | -20.3% | -8.8% |
| 3M | -1.0% | +18.8% | -19.8% | -3.6% |
| 6M | +12.5% | +4.1% | +8.4% | +11.3% |
| YTD | +5.0% | -2.4% | +7.4% | +4.6% |
| 1Y | +49.8% | -6.7% | +56.4% | +49.2% |
| 3Y | +95.5% | -7.1% | +102.6% | +94.7% |
| 5Y | +390.7% | -5.0% | +395.6% | +380.6% |
| All | +1,560.7% | +326.7% | +1,234.0% | +1,299.7% |
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