+37.6%
LLY vs CRL
+80.3%
-42.7%
-12.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 6mo.
| Period | Portfolio | CRL | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.8% | +7.8% | -8.6% | -2.4% |
| 7D | -4.5% | -6.1% | +1.6% | -3.3% |
| 30D | +13.9% | +12.4% | +1.5% | +9.5% |
| 3M | +13.8% | +27.1% | -13.4% | +5.2% |
| 6M | +37.6% | +85.7% | -48.1% | +14.8% |
| All | +37.6% | +80.3% | -42.7% | +14.8% |
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 6mo: 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…
6mo analysis · Full analysis span regression · 6 months rolling