+104.7%
LLY vs CTAS
+66.0%
+38.7%
-34.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | CTAS | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.9% | -0.3% | -0.6% | -0.8% |
| 7D | -2.1% | -1.8% | -0.3% | -1.6% |
| 30D | -1.6% | -0.2% | -1.4% | -1.6% |
| 3M | +2.3% | +11.7% | -9.4% | -1.0% |
| 6M | +14.9% | +0.7% | +14.2% | +14.3% |
| YTD | +7.5% | +7.4% | +0.1% | +4.8% |
| 1Y | +55.7% | -2.1% | +57.8% | +56.1% |
| All | +104.7% | +66.0% | +38.7% | +69.9% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling