+56.5%
CCI vs ILMN
+61.7%
-5.2%
-59.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | ILMN | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.9% | +3.6% | -4.5% | -1.4% |
| 7D | +0.9% | -2.6% | +3.5% | +1.1% |
| 30D | +10.3% | -20.6% | +30.9% | +13.4% |
| 3M | +17.9% | +17.5% | +0.4% | +13.8% |
| 6M | -0.5% | +55.6% | -56.1% | -8.6% |
| YTD | +2.7% | +68.3% | -65.6% | -7.5% |
| 1Y | +3.1% | +81.1% | -78.0% | -8.3% |
| 3Y | +8.0% | +112.2% | -104.2% | -10.5% |
| 5Y | -37.8% | -42.6% | +4.8% | -35.3% |
| 10Y | +56.5% | +70.5% | -14.0% | +52.1% |
| All | +56.5% | +61.7% | -5.2% | +52.1% |
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