+361.5%
LLY vs CMG
-3.5%
+365.0%
-34.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | CMG | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.2% | 0.0% | -2.2% | -2.2% |
| 7D | -3.1% | -1.5% | -1.6% | -2.9% |
| 30D | -5.1% | +12.7% | -17.8% | -6.7% |
| 3M | -2.1% | +26.3% | -28.3% | -5.8% |
| 6M | +13.8% | +4.5% | +9.4% | +12.4% |
| YTD | +5.1% | -0.1% | +5.2% | +4.4% |
| 1Y | +53.1% | -6.8% | +59.9% | +52.7% |
| 3Y | +95.6% | -5.0% | +100.6% | +95.5% |
| 5Y | +361.5% | -3.0% | +364.5% | +358.4% |
| All | +361.5% | -3.5% | +365.0% | +358.4% |
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 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