+372.0%
LLY vs CNP
+73.1%
+298.9%
-34.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | CNP | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.9% | -0.8% | -0.1% | -0.7% |
| 7D | -2.1% | +1.1% | -3.2% | -2.5% |
| 30D | -1.6% | -1.8% | +0.2% | -1.2% |
| 3M | +2.3% | -4.6% | +6.9% | +3.6% |
| 6M | +14.9% | -8.8% | +23.7% | +17.9% |
| YTD | +7.5% | +5.2% | +2.2% | +5.9% |
| 1Y | +55.7% | +8.3% | +47.4% | +51.9% |
| 3Y | +110.6% | +54.9% | +55.7% | +83.1% |
| All | +372.0% | +73.1% | +298.9% | +303.2% |
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