+2,006.3%
LLY vs CNP
+142.6%
+1,863.8%
-34.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | CNP | Excess | Alpha |
|---|---|---|---|---|
| 1D | +4.3% | +0.4% | +3.9% | +4.2% |
| 7D | +0.1% | -4.3% | +4.4% | +1.2% |
| 30D | +19.7% | +5.7% | +14.0% | +18.1% |
| 3M | +19.3% | +0.9% | +18.3% | +18.8% |
| 6M | +49.3% | -1.1% | +50.4% | +49.5% |
| YTD | +32.0% | +8.3% | +23.8% | +29.1% |
| 1Y | +53.7% | +5.9% | +47.8% | +51.2% |
| 3Y | +143.7% | +64.6% | +79.1% | +112.0% |
| 5Y | +463.9% | +74.6% | +389.3% | +381.5% |
| 10Y | +2,006.3% | +139.8% | +1,866.5% | +1,439.6% |
| All | +2,006.3% | +142.6% | +1,863.8% | +1,439.6% |
Cumulative growth
Daily Returns
Daily percentage return beside CNP.
Daily Out/Under-Performance
Portfolio return minus CNP return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × CNP 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 CNP 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