+2,771.4%
LLY vs CRM
+6,658.1%
-3,886.7%
-56.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | CRM | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.2% | -3.9% | +1.7% | -1.6% |
| 7D | -3.1% | -3.5% | +0.4% | -2.6% |
| 30D | -5.1% | +29.3% | -34.3% | -9.4% |
| 3M | -2.1% | +36.8% | -38.9% | -7.6% |
| 6M | +13.8% | +23.9% | -10.0% | +8.5% |
| YTD | +5.1% | -5.5% | +10.6% | +4.5% |
| 1Y | +53.1% | -0.4% | +53.5% | +50.5% |
| 3Y | +95.6% | +12.8% | +82.9% | +85.8% |
| 5Y | +361.5% | -3.5% | +365.0% | +339.1% |
| 10Y | +1,545.2% | +238.4% | +1,306.7% | +1,135.8% |
| All | +2,771.4% | +6,658.1% | -3,886.7% | +1,218.7% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling