+92.7%
LLY vs CNC
-2.4%
+95.1%
-34.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | CNC | Excess | Alpha |
|---|---|---|---|---|
| 1D | 0.0% | -0.8% | +0.8% | 0.0% |
| 7D | -3.1% | -4.9% | +1.8% | -3.0% |
| 30D | -8.6% | -3.8% | -4.8% | -8.5% |
| 3M | -1.6% | -3.2% | +1.6% | -1.6% |
| 6M | +11.8% | +47.9% | -36.0% | +10.9% |
| YTD | +5.1% | +55.7% | -50.6% | +4.1% |
| 1Y | +50.7% | +106.2% | -55.5% | +47.7% |
| All | +92.7% | -2.4% | +95.1% | +87.8% |
Cumulative growth
Daily Returns
Daily percentage return beside CNC.
Daily Out/Under-Performance
Portfolio return minus CNC return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × CNC 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 CNC 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