+132.2%
LLY vs CTAS
+75.4%
+56.8%
-34.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | CTAS | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.8% | -1.8% | +1.0% | -0.3% |
| 7D | -4.5% | +1.2% | -5.6% | -4.8% |
| 30D | +13.9% | +12.8% | +1.1% | +10.1% |
| 3M | +13.8% | +10.3% | +3.5% | +10.6% |
| 6M | +37.6% | +32.0% | +5.6% | +27.4% |
| YTD | +26.6% | +19.1% | +7.5% | +20.0% |
| 1Y | +45.3% | +21.5% | +23.9% | +37.0% |
| 3Y | +132.2% | +76.0% | +56.2% | +115.2% |
| All | +132.2% | +75.4% | +56.8% | +115.2% |
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