+110.2%
LLY vs CMS
+36.5%
+73.7%
-34.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | CMS | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.9% | -0.2% | -0.7% | -0.8% |
| 7D | -2.1% | +0.4% | -2.5% | -2.2% |
| 30D | -1.6% | -3.6% | +2.0% | -1.0% |
| 3M | +2.3% | -1.9% | +4.2% | +2.9% |
| 6M | +14.9% | -11.0% | +25.9% | +17.5% |
| YTD | +7.5% | +0.2% | +7.3% | +8.1% |
| 1Y | +55.7% | -1.3% | +57.0% | +57.0% |
| All | +110.2% | +36.5% | +73.7% | +99.7% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling