+95.6%
LLY vs CRS
+653.3%
-557.6%
-34.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | CRS | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.2% | -3.5% | +1.3% | -1.9% |
| 7D | -3.1% | -3.1% | 0.0% | -2.8% |
| 30D | -5.1% | -19.6% | +14.5% | -3.0% |
| 3M | -2.1% | -8.1% | +6.0% | -1.7% |
| 6M | +13.8% | +18.6% | -4.7% | +11.1% |
| YTD | +5.1% | +45.9% | -40.8% | +0.3% |
| 1Y | +53.1% | +82.5% | -29.4% | +42.0% |
| 3Y | +95.6% | +648.9% | -553.3% | +52.6% |
| All | +95.6% | +653.3% | -557.6% | +52.6% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling