+390.2%
LLY vs CNI
+10.3%
+379.9%
-34.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | CNI | Excess | Alpha |
|---|---|---|---|---|
| 1D | 0.0% | -0.7% | +0.8% | +0.3% |
| 7D | -3.1% | +0.9% | -4.0% | -3.4% |
| 30D | -8.6% | -2.1% | -6.5% | -8.0% |
| 3M | -1.6% | +1.8% | -3.5% | -2.2% |
| 6M | +11.8% | +14.8% | -3.0% | +6.9% |
| YTD | +5.1% | +25.4% | -20.3% | -2.4% |
| 1Y | +50.7% | +32.9% | +17.8% | +37.2% |
| 3Y | +95.7% | +20.2% | +75.5% | +81.1% |
| 5Y | +390.2% | +12.2% | +378.0% | +352.0% |
| All | +390.2% | +10.3% | +379.9% | +352.0% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling