+483.3%
LLY vs CMG
-5.7%
+489.0%
-34.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | CMG | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.3% | +0.3% | +0.9% | +1.2% |
| 7D | +6.7% | +2.5% | +4.3% | +6.4% |
| 30D | +19.6% | +15.6% | +4.0% | +17.1% |
| 3M | +19.7% | +8.2% | +11.5% | +18.0% |
| 6M | +42.7% | +9.9% | +32.9% | +39.5% |
| YTD | +35.1% | -4.6% | +39.8% | +34.7% |
| 1Y | +42.2% | +12.4% | +29.8% | +38.1% |
| 3Y | +140.8% | -18.0% | +158.8% | +144.3% |
| All | +483.3% | -5.7% | +489.0% | +476.7% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling