+53.1%
LLY vs CRL
+72.1%
-18.9%
-23.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | CRL | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.2% | -2.7% | +0.5% | -1.5% |
| 7D | -3.1% | -0.6% | -2.6% | -3.0% |
| 30D | -5.1% | +5.0% | -10.0% | -6.4% |
| 3M | -2.1% | +50.6% | -52.6% | -12.6% |
| 6M | +13.8% | +60.9% | -47.1% | -1.0% |
| YTD | +5.1% | +40.7% | -35.7% | -4.1% |
| 1Y | +53.1% | +73.3% | -20.2% | +27.4% |
| All | +53.1% | +72.1% | -18.9% | +27.4% |
Cumulative growth
Daily Returns
Daily percentage return beside CRL.
Daily Out/Under-Performance
Portfolio return minus CRL return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × CRL 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 1y: compounded portfolio wealth divided by compounded CRL 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…
1y analysis · Full analysis span regression · 6 months rolling