+17,561.1%
LLY vs CMI
+19,768.2%
-2,207.1%
-68.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | CMI | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.9% | +2.8% | -3.7% | -1.4% |
| 7D | -2.1% | -0.7% | -1.4% | -2.0% |
| 30D | -1.6% | -13.4% | +11.8% | +1.0% |
| 3M | +2.3% | -17.0% | +19.3% | +5.3% |
| 6M | +14.9% | -1.6% | +16.5% | +14.2% |
| YTD | +7.5% | +11.0% | -3.5% | +4.3% |
| 1Y | +55.7% | +41.9% | +13.8% | +43.9% |
| 3Y | +110.6% | +151.8% | -41.2% | +73.0% |
| 5Y | +363.4% | +163.6% | +199.8% | +272.8% |
| 10Y | +1,649.0% | +472.9% | +1,176.1% | +1,082.9% |
| All | +17,561.1% | +19,768.2% | -2,207.1% | +5,287.0% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling