+390.0%
LLY vs CRS
+1,446.5%
-1,056.4%
-34.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | CRS | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.2% | -3.5% | +1.3% | -1.9% |
| 7D | -3.1% | -3.1% | 0.0% | -2.9% |
| 30D | -5.1% | -19.6% | +14.5% | -3.5% |
| 3M | -2.1% | -8.1% | +6.0% | -1.7% |
| 6M | +13.8% | +18.6% | -4.7% | +11.8% |
| YTD | +5.1% | +45.9% | -40.8% | +1.4% |
| 1Y | +53.1% | +82.5% | -29.4% | +44.7% |
| 3Y | +95.6% | +648.9% | -553.3% | +67.3% |
| All | +390.0% | +1,446.5% | -1,056.4% | +295.2% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling