+4,401.3%
LLY vs CMG
+3,807.8%
+593.6%
-50.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | CMG | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.7% | -4.0% | +3.3% | -0.1% |
| 7D | +4.6% | -0.6% | +5.2% | +4.7% |
| 30D | +22.4% | +15.9% | +6.5% | +19.9% |
| 3M | +17.1% | +7.8% | +9.4% | +15.6% |
| 6M | +44.6% | +7.7% | +37.0% | +42.0% |
| YTD | +33.5% | -4.9% | +38.4% | +33.1% |
| 1Y | +41.1% | +12.3% | +28.8% | +37.4% |
| 3Y | +143.8% | -17.1% | +160.8% | +144.8% |
| 5Y | +473.4% | -5.6% | +479.0% | +457.5% |
| 10Y | +2,035.0% | +342.9% | +1,692.1% | +1,519.1% |
| All | +4,401.3% | +3,807.8% | +593.6% | +2,169.9% |
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