+443.8%
LLY vs CNP
+73.6%
+370.3%
-34.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | CNP | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.8% | +1.7% | -2.5% | -1.3% |
| 7D | -4.5% | -4.2% | -0.3% | -3.3% |
| 30D | +13.9% | +5.5% | +8.4% | +12.2% |
| 3M | +13.8% | +0.6% | +13.2% | +13.5% |
| 6M | +37.6% | -2.8% | +40.5% | +38.7% |
| YTD | +26.6% | +7.9% | +18.7% | +23.8% |
| 1Y | +45.3% | +6.7% | +38.7% | +42.5% |
| 3Y | +132.2% | +61.1% | +71.1% | +97.6% |
| All | +443.8% | +73.6% | +370.3% | +347.1% |
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 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