+483.3%
LLY vs CNP
+74.5%
+408.8%
-34.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | CNP | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.3% | +0.6% | +0.7% | +1.1% |
| 7D | +6.7% | +1.3% | +5.4% | +6.3% |
| 30D | +19.6% | +3.8% | +15.8% | +18.3% |
| 3M | +19.7% | +2.4% | +17.4% | +18.8% |
| 6M | +42.7% | -1.2% | +43.9% | +43.1% |
| YTD | +35.1% | +9.3% | +25.9% | +31.6% |
| 1Y | +42.2% | +6.4% | +35.8% | +39.5% |
| 3Y | +140.8% | +66.4% | +74.4% | +102.6% |
| All | +483.3% | +74.5% | +408.8% | +377.5% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling