+55.7%
LLY vs CTVA
+22.4%
+33.3%
-23.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | CTVA | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.9% | -0.9% | 0.0% | -0.8% |
| 7D | -2.1% | +4.9% | -7.1% | -2.4% |
| 30D | -1.6% | +11.9% | -13.5% | -2.3% |
| 3M | +2.3% | +13.7% | -11.4% | +2.1% |
| 6M | +14.9% | +13.1% | +1.7% | +15.0% |
| YTD | +7.5% | +32.0% | -24.5% | +9.8% |
| 1Y | +55.7% | +22.1% | +33.6% | +54.0% |
| All | +55.7% | +22.4% | +33.3% | +54.0% |
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