+1,580.3%
LLY vs CRS
+1,345.8%
+234.5%
-34.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | CRS | Excess | Alpha |
|---|---|---|---|---|
| 1D | 0.0% | 0.0% | +0.1% | 0.0% |
| 7D | -3.1% | -0.5% | -2.5% | -3.0% |
| 30D | -8.6% | -18.1% | +9.5% | -6.8% |
| 3M | -1.6% | -12.4% | +10.8% | -0.6% |
| 6M | +11.8% | +15.9% | -4.1% | +9.6% |
| YTD | +5.1% | +45.8% | -40.7% | +0.4% |
| 1Y | +50.7% | +87.8% | -37.0% | +39.8% |
| 3Y | +95.7% | +648.7% | -553.0% | +55.2% |
| 5Y | +390.2% | +1,416.6% | -1,026.5% | +251.7% |
| 10Y | +1,580.3% | +1,412.7% | +167.6% | +1,026.6% |
| All | +1,580.3% | +1,345.8% | +234.5% | +1,026.6% |
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