+7,732.4%
LLY vs CNI
+6,816.2%
+916.2%
-68.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | CNI | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.7% | +0.2% | -0.9% | -0.7% |
| 7D | +4.6% | +1.0% | +3.6% | +4.3% |
| 30D | +22.4% | +7.5% | +14.9% | +19.7% |
| 3M | +17.1% | +1.7% | +15.4% | +16.4% |
| 6M | +44.6% | +15.4% | +29.2% | +38.2% |
| YTD | +33.5% | +31.5% | +2.0% | +22.2% |
| 1Y | +41.1% | +32.8% | +8.3% | +28.7% |
| 3Y | +143.8% | +21.7% | +122.1% | +126.5% |
| 5Y | +473.4% | +8.7% | +464.7% | +445.0% |
| 10Y | +2,035.0% | +143.3% | +1,891.7% | +1,440.9% |
| All | +7,732.4% | +6,816.2% | +916.2% | +1,906.7% |
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 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