+91.2%
LLY vs CRM
+11.5%
+79.7%
-34.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | CRM | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.7% | +1.9% | -2.6% | -0.9% |
| 7D | -2.9% | -4.4% | +1.5% | -2.4% |
| 30D | -8.4% | +28.1% | -36.6% | -11.6% |
| 3M | -3.8% | +48.8% | -52.6% | -9.2% |
| 6M | +11.9% | +28.3% | -16.3% | +7.4% |
| YTD | +4.3% | -6.0% | +10.3% | +6.0% |
| 1Y | +48.5% | +1.4% | +47.0% | +48.1% |
| 3Y | +91.2% | +11.8% | +79.4% | +86.7% |
| All | +91.2% | +11.5% | +79.7% | +86.7% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling