+17,561.1%
LLY vs CTAS
+23,129.2%
-5,568.1%
-68.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | CTAS | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.9% | -0.3% | -0.6% | -0.8% |
| 7D | -2.1% | -1.8% | -0.3% | -1.7% |
| 30D | -1.6% | -0.2% | -1.4% | -1.6% |
| 3M | +2.3% | +11.7% | -9.4% | -0.6% |
| 6M | +14.9% | +0.7% | +14.2% | +14.3% |
| YTD | +7.5% | +7.4% | +0.1% | +5.2% |
| 1Y | +55.7% | -2.1% | +57.8% | +55.7% |
| 3Y | +110.6% | +62.9% | +47.7% | +84.7% |
| 5Y | +363.4% | +111.9% | +251.5% | +279.6% |
| 10Y | +1,649.0% | +652.2% | +996.8% | +925.9% |
| All | +17,561.1% | +23,129.2% | -5,568.1% | +5,029.2% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling