+1,560.7%
LLY vs CNI
+136.1%
+1,424.6%
-34.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | CNI | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.1% | -0.6% | +0.5% | +0.1% |
| 7D | -3.2% | -1.1% | -2.1% | -2.8% |
| 30D | -7.4% | -3.5% | -3.9% | -6.3% |
| 3M | -1.0% | +2.2% | -3.2% | -1.8% |
| 6M | +12.5% | +15.1% | -2.6% | +7.1% |
| YTD | +5.0% | +24.7% | -19.7% | -2.9% |
| 1Y | +49.8% | +33.4% | +16.4% | +35.1% |
| 3Y | +95.5% | +19.5% | +76.0% | +80.8% |
| 5Y | +390.7% | +12.6% | +378.1% | +355.1% |
| All | +1,560.7% | +136.1% | +1,424.6% | +1,038.7% |
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