+2,053.0%
LLY vs CMS
+136.3%
+1,916.7%
-34.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | CMS | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.7% | -0.6% | -0.1% | -0.5% |
| 7D | +4.6% | -1.3% | +5.9% | +5.1% |
| 30D | +22.4% | +5.3% | +17.1% | +20.0% |
| 3M | +17.1% | -0.3% | +17.5% | +17.2% |
| 6M | +44.6% | -4.0% | +48.7% | +46.8% |
| YTD | +33.5% | +2.1% | +31.3% | +31.9% |
| 1Y | +41.1% | -4.7% | +45.8% | +43.4% |
| 3Y | +143.8% | +36.8% | +107.0% | +110.2% |
| 5Y | +473.4% | +34.9% | +438.5% | +389.5% |
| All | +2,053.0% | +136.3% | +1,916.7% | +1,325.3% |
Cumulative growth
Daily Returns
Daily percentage return beside CMS.
Daily Out/Under-Performance
Portfolio return minus CMS return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × CMS 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 CMS 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