+2,080.1%
LLY vs CNI
+140.9%
+1,939.2%
-34.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | CNI | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.3% | -0.5% | +1.7% | +1.4% |
| 7D | +6.7% | +2.5% | +4.2% | +5.9% |
| 30D | +19.6% | +6.1% | +13.5% | +17.2% |
| 3M | +19.7% | +0.1% | +19.6% | +19.6% |
| 6M | +42.7% | +14.9% | +27.8% | +35.9% |
| YTD | +35.1% | +30.9% | +4.3% | +22.8% |
| 1Y | +42.2% | +33.9% | +8.3% | +28.1% |
| 3Y | +140.8% | +20.2% | +120.6% | +122.4% |
| 5Y | +480.6% | +8.2% | +472.4% | +447.3% |
| All | +2,080.1% | +140.9% | +1,939.2% | +1,432.2% |
Cumulative growth
Daily Returns
Daily percentage return beside CNI.
Daily Out/Under-Performance
Portfolio return minus CNI return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × CNI 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 10y: compounded portfolio wealth divided by compounded CNI 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…
10y analysis · Full analysis span regression · 6 months rolling