+17,561.1%
LLY vs CMS
+457.8%
+17,103.3%
-68.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| 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% | -0.8% |
| 3M | +2.3% | -1.9% | +4.2% | +2.7% |
| 6M | +14.9% | -11.0% | +25.9% | +18.1% |
| YTD | +7.5% | +0.2% | +7.3% | +7.2% |
| 1Y | +55.7% | -1.3% | +57.0% | +55.8% |
| 3Y | +110.6% | +35.9% | +74.7% | +93.3% |
| 5Y | +363.4% | +23.1% | +340.3% | +333.5% |
| 10Y | +1,649.0% | +117.9% | +1,531.1% | +1,324.6% |
| All | +17,561.1% | +457.8% | +17,103.3% | +10,583.6% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling