+1,660.5%
CB vs ILMN
+1,331.5%
+329.1%
-52.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | ILMN | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.7% | -8.2% | +7.5% | +0.2% |
| 7D | +2.6% | -28.3% | +30.9% | +5.9% |
| 30D | +11.2% | -24.0% | +35.2% | +14.0% |
| 3M | +5.7% | +4.1% | +1.7% | +4.4% |
| 6M | +15.9% | +49.6% | -33.6% | +9.8% |
| YTD | +20.2% | +58.6% | -38.4% | +12.6% |
| 1Y | +32.4% | +69.9% | -37.5% | +23.1% |
| 3Y | +75.5% | +82.9% | -7.4% | +57.7% |
| 5Y | +105.5% | -47.6% | +153.1% | +108.0% |
| 10Y | +258.5% | +58.8% | +199.7% | +211.7% |
| All | +1,660.5% | +1,331.5% | +329.1% | +860.3% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling