+1,610.3%
LLY vs CNP
+137.5%
+1,472.7%
-34.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | CNP | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.9% | -0.8% | -0.1% | -0.7% |
| 7D | -2.1% | +1.1% | -3.2% | -2.4% |
| 30D | -1.6% | -1.8% | +0.2% | -1.2% |
| 3M | +2.3% | -4.6% | +6.9% | +3.4% |
| 6M | +14.9% | -8.8% | +23.7% | +17.5% |
| YTD | +7.5% | +5.2% | +2.2% | +5.9% |
| 1Y | +55.7% | +8.3% | +47.4% | +52.1% |
| 3Y | +110.6% | +54.9% | +55.7% | +86.3% |
| 5Y | +363.4% | +73.5% | +289.9% | +296.7% |
| All | +1,610.3% | +137.5% | +1,472.7% | +1,212.1% |
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