+134.1%
LLY vs CMS
+38.3%
+95.8%
-34.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | CMS | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.8% | -0.4% | -3.3% | -3.7% |
| 7D | -0.7% | +1.7% | -2.3% | -1.0% |
| 30D | +17.9% | +8.6% | +9.3% | +16.1% |
| 3M | +16.8% | -0.5% | +17.3% | +16.8% |
| 6M | +38.4% | -4.2% | +42.6% | +39.7% |
| YTD | +27.6% | +3.4% | +24.2% | +27.7% |
| 1Y | +48.3% | +0.4% | +47.9% | +49.1% |
| All | +134.1% | +38.3% | +95.8% | +132.8% |
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 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