+1,560.7%
LLY vs CMI
+509.0%
+1,051.7%
-34.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | CMI | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.1% | -0.9% | +0.7% | +0.1% |
| 7D | -3.2% | +0.8% | -4.0% | -3.3% |
| 30D | -7.4% | -12.8% | +5.3% | -4.8% |
| 3M | -1.0% | -12.4% | +11.4% | +1.0% |
| 6M | +12.5% | -0.9% | +13.4% | +11.1% |
| YTD | +5.0% | +8.9% | -3.9% | +1.4% |
| 1Y | +49.8% | +37.7% | +12.1% | +36.8% |
| 3Y | +95.5% | +148.9% | -53.4% | +54.7% |
| 5Y | +390.7% | +164.4% | +226.3% | +276.4% |
| All | +1,560.7% | +509.0% | +1,051.7% | +883.8% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling