+247.9%
CB vs ILMN
+56.2%
+191.7%
-42.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | ILMN | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.4% | -1.6% | +2.0% | +0.5% |
| 7D | 0.0% | +0.7% | -0.7% | -0.1% |
| 30D | +7.4% | -22.7% | +30.1% | +9.6% |
| 3M | +8.6% | +8.6% | 0.0% | +6.7% |
| 6M | +16.1% | +43.8% | -27.7% | +10.5% |
| YTD | +20.2% | +59.8% | -39.6% | +12.5% |
| 1Y | +27.2% | +71.8% | -44.6% | +18.0% |
| 3Y | +72.7% | +119.0% | -46.3% | +50.6% |
| 5Y | +105.9% | -43.8% | +149.8% | +117.1% |
| All | +247.9% | +56.2% | +191.7% | +209.9% |
Cumulative growth
Daily Returns
Daily percentage return beside ILMN.
Daily Out/Under-Performance
Portfolio return minus ILMN return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × ILMN 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 ILMN 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