+951.5%
LLY vs CTVA
+211.9%
+739.7%
-34.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | CTVA | Excess | Alpha |
|---|---|---|---|---|
| 1D | 0.0% | -1.3% | +1.4% | +0.3% |
| 7D | -3.1% | -5.8% | +2.7% | -2.0% |
| 30D | -8.6% | +11.1% | -19.7% | -10.5% |
| 3M | -1.6% | +13.2% | -14.9% | -4.2% |
| 6M | +11.8% | +8.7% | +3.1% | +9.6% |
| YTD | +5.1% | +27.3% | -22.2% | -0.1% |
| 1Y | +50.7% | +18.0% | +32.7% | +44.9% |
| 3Y | +95.7% | +76.5% | +19.2% | +70.0% |
| 5Y | +390.2% | +105.1% | +285.1% | +303.7% |
| All | +951.5% | +211.9% | +739.7% | +629.7% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling