+55.7%
LLY vs CSGP
-64.9%
+120.6%
-23.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | CSGP | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.9% | -2.4% | +1.5% | -0.6% |
| 7D | -2.1% | -4.1% | +1.9% | -1.7% |
| 30D | -1.6% | +2.3% | -3.9% | -1.8% |
| 3M | +2.3% | -8.2% | +10.5% | +2.4% |
| 6M | +14.9% | -35.1% | +50.0% | +16.5% |
| YTD | +7.5% | -54.0% | +61.5% | +11.2% |
| 1Y | +55.7% | -65.3% | +121.0% | +63.0% |
| All | +55.7% | -64.9% | +120.6% | +63.0% |
Cumulative growth
Daily Returns
Daily percentage return beside CSGP.
Daily Out/Under-Performance
Portfolio return minus CSGP return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × CSGP 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 1y: compounded portfolio wealth divided by compounded CSGP 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…
1y analysis · Full analysis span regression · 6 months rolling