+57.3%
LLY vs CMI
+10.9%
+46.4%
-23.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | CMI | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.6% | -5.8% | +6.4% | +1.2% |
| 7D | +10.1% | -11.2% | +21.3% | +11.4% |
| 30D | +24.0% | -9.8% | +33.9% | +25.2% |
| 3M | +27.3% | -25.5% | +52.8% | +32.1% |
| 6M | +47.0% | -27.7% | +74.6% | +50.2% |
| YTD | +32.6% | -6.6% | +39.2% | +25.0% |
| 1Y | +57.3% | +11.7% | +45.7% | +40.5% |
| All | +57.3% | +10.9% | +46.4% | +40.5% |
Cumulative growth
Daily Returns
Daily percentage return beside CMI.
Daily Out/Under-Performance
Portfolio return minus CMI return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × CMI 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 1y: compounded portfolio wealth divided by compounded CMI 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…
1y analysis · Full analysis span regression · 6 months rolling