+92.7%
LLY vs CMG
-7.8%
+100.5%
-34.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | CMG | Excess | Alpha |
|---|---|---|---|---|
| 1D | 0.0% | -2.5% | +2.5% | +0.4% |
| 7D | -3.1% | -6.5% | +3.4% | -2.2% |
| 30D | -8.6% | +12.1% | -20.7% | -10.2% |
| 3M | -1.6% | +20.6% | -22.2% | -5.3% |
| 6M | +11.8% | +2.1% | +9.7% | +10.7% |
| YTD | +5.1% | -2.6% | +7.7% | +4.9% |
| 1Y | +50.7% | -8.7% | +59.4% | +50.7% |
| All | +92.7% | -7.8% | +100.5% | +82.6% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling