+57.3%
LLY vs CRM
-11.3%
+68.6%
-23.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | CRM | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.6% | +2.2% | -1.6% | +0.6% |
| 7D | +10.1% | -6.2% | +16.3% | +10.2% |
| 30D | +24.0% | -1.2% | +25.2% | +24.0% |
| 3M | +27.3% | +19.1% | +8.2% | +26.6% |
| 6M | +47.0% | +23.0% | +24.0% | +45.3% |
| YTD | +32.6% | -13.7% | +46.3% | +34.7% |
| 1Y | +57.3% | -10.0% | +67.3% | +61.8% |
| All | +57.3% | -11.3% | +68.6% | +61.8% |
Cumulative growth
Daily Returns
Daily percentage return beside CRM.
Daily Out/Under-Performance
Portfolio return minus CRM return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × CRM 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 CRM 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