+3,524.8%
LLY vs CMG
+4,006.7%
-481.8%
-50.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | CMG | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.9% | -1.6% | +0.7% | -0.7% |
| 7D | -2.1% | -2.8% | +0.7% | -1.8% |
| 30D | -1.6% | +7.1% | -8.7% | -2.6% |
| 3M | +2.3% | +31.2% | -28.9% | -2.0% |
| 6M | +14.9% | +0.7% | +14.2% | +14.0% |
| YTD | +7.5% | -0.1% | +7.6% | +6.7% |
| 1Y | +55.7% | -10.7% | +66.4% | +56.1% |
| 3Y | +110.6% | -4.7% | +115.3% | +107.9% |
| 5Y | +363.4% | -3.8% | +367.2% | +350.1% |
| 10Y | +1,649.0% | +352.5% | +1,296.5% | +1,223.3% |
| All | +3,524.8% | +4,006.7% | -481.8% | +1,719.5% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling