+361.5%
LLY vs CTVA
+104.3%
+257.2%
-34.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | CTVA | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.2% | -2.2% | 0.0% | -1.9% |
| 7D | -3.1% | -2.1% | -1.0% | -2.8% |
| 30D | -5.1% | +12.0% | -17.1% | -6.6% |
| 3M | -2.1% | +13.5% | -15.5% | -3.9% |
| 6M | +13.8% | +12.1% | +1.7% | +11.8% |
| YTD | +5.1% | +29.0% | -23.9% | +1.3% |
| 1Y | +53.1% | +18.9% | +34.3% | +49.2% |
| 3Y | +95.6% | +78.9% | +16.8% | +76.1% |
| 5Y | +361.5% | +105.2% | +256.3% | +283.2% |
| All | +361.5% | +104.3% | +257.2% | +283.2% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling