+45.3%
LLY vs CMS
-1.6%
+47.0%
-23.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | CMS | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.8% | -2.1% | +1.3% | 0.0% |
| 7D | -4.5% | -1.3% | -3.2% | -4.0% |
| 30D | +13.9% | +6.3% | +7.6% | +12.0% |
| 3M | +13.8% | -2.1% | +15.8% | +14.2% |
| 6M | +37.6% | -5.1% | +42.7% | +40.9% |
| YTD | +26.6% | +1.3% | +25.3% | +31.9% |
| 1Y | +45.3% | -1.4% | +46.7% | +53.2% |
| All | +45.3% | -1.6% | +47.0% | +53.2% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling