+7,831.0%
LLY vs CNI
+6,783.7%
+1,047.3%
-68.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| 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% | +17.4% |
| 3M | +19.7% | +0.1% | +19.6% | +19.6% |
| 6M | +42.7% | +14.9% | +27.8% | +36.5% |
| YTD | +35.1% | +30.9% | +4.3% | +23.9% |
| 1Y | +42.2% | +33.9% | +8.3% | +29.3% |
| 3Y | +140.8% | +20.2% | +120.6% | +124.6% |
| 5Y | +480.6% | +8.2% | +472.4% | +452.7% |
| 10Y | +2,061.9% | +142.2% | +1,919.7% | +1,462.6% |
| All | +7,831.0% | +6,783.7% | +1,047.3% | +1,934.9% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling