+57.3%
LLY vs CTVA
+33.4%
+23.9%
-23.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | CTVA | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.6% | +3.2% | -2.6% | +0.1% |
| 7D | +10.1% | +8.2% | +1.9% | +8.8% |
| 30D | +24.0% | -1.0% | +25.1% | +24.1% |
| 3M | +27.3% | +4.6% | +22.7% | +26.0% |
| 6M | +47.0% | +0.5% | +46.5% | +46.2% |
| YTD | +32.6% | +22.7% | +9.9% | +25.6% |
| 1Y | +57.3% | +32.0% | +25.4% | +43.6% |
| All | +57.3% | +33.4% | +23.9% | +43.6% |
Cumulative growth
Daily Returns
Daily percentage return beside CTVA.
Daily Out/Under-Performance
Portfolio return minus CTVA return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × CTVA 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 CTVA 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