+390.7%
LLY vs CRM
-5.3%
+396.0%
-34.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | CRM | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.1% | -0.5% | +0.4% | 0.0% |
| 7D | -3.2% | -8.1% | +4.9% | -2.1% |
| 30D | -7.4% | +23.1% | -30.5% | -10.2% |
| 3M | -1.0% | +42.5% | -43.6% | -6.0% |
| 6M | +12.5% | +25.3% | -12.8% | +8.2% |
| YTD | +5.0% | -7.8% | +12.8% | +5.8% |
| 1Y | +49.8% | +1.0% | +48.7% | +48.2% |
| 3Y | +95.5% | +10.0% | +85.5% | +89.4% |
| 5Y | +390.7% | -3.9% | +394.6% | +363.2% |
| All | +390.7% | -5.3% | +396.0% | +363.2% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling