-36.9%
CCI vs ILMN
-46.1%
+9.2%
-59.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | ILMN | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.6% | +2.5% | -5.1% | -2.9% |
| 7D | -0.1% | -9.7% | +9.6% | +0.9% |
| 30D | +28.4% | -20.4% | +48.8% | +31.2% |
| 3M | +20.0% | +10.0% | +10.0% | +17.5% |
| 6M | +0.8% | +49.5% | -48.7% | -5.5% |
| YTD | +3.6% | +62.5% | -58.9% | -4.5% |
| 1Y | +6.1% | +76.0% | -69.9% | -3.4% |
| 3Y | +7.2% | +94.2% | -87.0% | -7.5% |
| All | -36.9% | -46.1% | +9.2% | -33.3% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling