+45.3%
LLY vs CMS
-0.8%
+46.2%
-23.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | CMS | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.8% | -1.3% | +0.5% | -0.3% |
| 7D | -4.5% | -0.5% | -4.0% | -4.3% |
| 30D | +13.9% | +7.2% | +6.7% | +11.7% |
| 3M | +13.8% | -1.3% | +15.0% | +13.9% |
| 6M | +37.6% | -4.3% | +41.9% | +40.5% |
| YTD | +26.6% | +2.1% | +24.5% | +31.6% |
| 1Y | +45.3% | -0.6% | +45.9% | +52.8% |
| All | +45.3% | -0.8% | +46.2% | +52.8% |
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