+2,043.2%
LLY vs CTAS
+840.0%
+1,203.2%
-34.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | CTAS | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.8% | -1.8% | +1.0% | -0.2% |
| 7D | -4.5% | +1.2% | -5.6% | -4.8% |
| 30D | +13.9% | +12.8% | +1.1% | +9.9% |
| 3M | +13.8% | +10.3% | +3.5% | +10.4% |
| 6M | +37.6% | +32.0% | +5.6% | +26.3% |
| YTD | +26.6% | +19.1% | +7.5% | +19.6% |
| 1Y | +45.3% | +21.5% | +23.9% | +36.4% |
| 3Y | +132.2% | +76.0% | +56.2% | +93.2% |
| 5Y | +434.7% | +110.9% | +323.8% | +317.4% |
| All | +2,043.2% | +840.0% | +1,203.2% | +950.9% |
Cumulative growth
Daily Returns
Daily percentage return beside CTAS.
Daily Out/Under-Performance
Portfolio return minus CTAS return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × CTAS 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 CTAS 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