+2,068.1%
LLY vs CRS
+831.0%
+1,237.1%
-34.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | CRS | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.3% | +2.5% | -2.2% | +0.1% |
| 7D | +1.4% | +4.4% | -3.0% | +0.9% |
| 30D | +21.5% | -19.1% | +40.7% | +23.5% |
| 3M | +18.5% | -43.2% | +61.7% | +24.6% |
| 6M | +49.1% | -28.9% | +78.0% | +52.8% |
| YTD | +34.4% | -3.0% | +37.4% | +33.1% |
| 1Y | +46.3% | -5.3% | +51.6% | +45.2% |
| 3Y | +145.5% | +363.5% | -218.1% | +104.1% |
| 5Y | +472.7% | +858.2% | -385.5% | +331.7% |
| All | +2,068.1% | +831.0% | +1,237.1% | +1,492.1% |
Cumulative growth
Daily Returns
Daily percentage return beside CRS.
Daily Out/Under-Performance
Portfolio return minus CRS return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × CRS 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 10y: compounded portfolio wealth divided by compounded CRS 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…
10y analysis · Full analysis span regression · 6 months rolling