+95.6%
LLY vs CTVA
+78.5%
+17.1%
-34.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | CTVA | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.2% | -2.2% | 0.0% | -2.0% |
| 7D | -3.1% | -2.1% | -1.0% | -2.9% |
| 30D | -5.1% | +12.0% | -17.1% | -6.1% |
| 3M | -2.1% | +13.5% | -15.5% | -3.2% |
| 6M | +13.8% | +12.1% | +1.7% | +12.7% |
| YTD | +5.1% | +29.0% | -23.9% | +3.0% |
| 1Y | +53.1% | +18.9% | +34.3% | +51.2% |
| 3Y | +95.6% | +78.9% | +16.8% | +83.4% |
| All | +95.6% | +78.5% | +17.1% | +83.4% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling