+22.5%
CCI vs ILMN
+25.5%
-3.0%
-55.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | ILMN | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.0% | -2.9% | +1.8% | -0.6% |
| 7D | -0.3% | -3.9% | +3.6% | +0.3% |
| 30D | +2.1% | +6.9% | -4.8% | +1.0% |
| 3M | -17.8% | +28.1% | -45.9% | -21.2% |
| 6M | -14.2% | +65.0% | -79.1% | -21.2% |
| YTD | -13.3% | +56.3% | -69.6% | -20.1% |
| 1Y | -16.6% | +108.7% | -125.3% | -27.3% |
| 3Y | -10.8% | +33.1% | -43.9% | -18.0% |
| 5Y | -50.3% | -54.1% | +3.8% | -46.3% |
| 10Y | +22.5% | +27.8% | -5.3% | +15.9% |
| All | +22.5% | +25.5% | -3.0% | +15.9% |
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