-36.3%
CCI vs ILMN
-44.7%
+8.3%
-59.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | ILMN | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.3% | -1.2% | +2.5% | +1.4% |
| 7D | +2.5% | -2.9% | +5.4% | +2.8% |
| 30D | +14.4% | -23.8% | +38.3% | +17.5% |
| 3M | +21.7% | +7.5% | +14.2% | +19.5% |
| 6M | +4.0% | +42.8% | -38.7% | -2.0% |
| YTD | +6.2% | +57.8% | -51.6% | -1.9% |
| 1Y | +5.4% | +72.6% | -67.2% | -3.9% |
| 3Y | +11.7% | +129.3% | -117.6% | -7.3% |
| All | -36.3% | -44.7% | +8.3% | -33.5% |
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