+52.0%
CCI vs ILMN
+60.6%
-8.5%
-59.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | ILMN | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.6% | +2.5% | -5.1% | -2.9% |
| 7D | -0.1% | -9.7% | +9.6% | +1.2% |
| 30D | +28.4% | -20.4% | +48.8% | +32.1% |
| 3M | +20.0% | +10.0% | +10.0% | +16.9% |
| 6M | +0.8% | +49.5% | -48.7% | -6.9% |
| YTD | +3.6% | +62.5% | -58.9% | -6.2% |
| 1Y | +6.1% | +76.0% | -69.9% | -5.3% |
| 3Y | +7.2% | +94.2% | -87.0% | -9.8% |
| 5Y | -37.0% | -46.3% | +9.3% | -33.7% |
| All | +52.0% | +60.6% | -8.5% | +46.0% |
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