+48.5%
LLY vs CMG
-6.5%
+54.9%
-23.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | CMG | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.7% | +0.2% | -0.8% | -0.7% |
| 7D | -2.9% | -2.1% | -0.9% | -2.9% |
| 30D | -8.4% | +10.9% | -19.3% | -8.7% |
| 3M | -3.8% | +15.8% | -19.6% | -4.4% |
| 6M | +11.9% | +6.9% | +5.0% | +11.3% |
| YTD | +4.3% | -2.2% | +6.5% | +4.5% |
| 1Y | +48.5% | -7.1% | +55.5% | +44.4% |
| All | +48.5% | -6.5% | +54.9% | +44.4% |
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