+2,080.1%
LLY vs CMI
+320.3%
+1,759.8%
-34.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | CMI | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.3% | -0.7% | +2.0% | +1.4% |
| 7D | +6.7% | +0.5% | +6.3% | +6.6% |
| 30D | +19.6% | -14.0% | +33.6% | +23.1% |
| 3M | +19.7% | -28.1% | +47.9% | +27.7% |
| 6M | +42.7% | -35.8% | +78.6% | +54.9% |
| YTD | +35.1% | -10.5% | +45.6% | +35.5% |
| 1Y | +42.2% | -1.9% | +44.0% | +39.6% |
| 3Y | +140.8% | +121.0% | +19.8% | +95.4% |
| 5Y | +480.6% | +114.6% | +366.0% | +366.7% |
| All | +2,080.1% | +320.3% | +1,759.8% | +1,412.2% |
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