+354.7%
CCI vs ILMN
+1,366.8%
-1,012.1%
-97.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | ILMN | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.6% | +2.5% | -5.1% | -3.0% |
| 7D | -0.1% | -9.7% | +9.6% | +1.4% |
| 30D | +28.4% | -20.4% | +48.8% | +32.4% |
| 3M | +20.0% | +10.0% | +10.0% | +16.9% |
| 6M | +0.8% | +49.5% | -48.7% | -7.1% |
| YTD | +3.6% | +62.5% | -58.9% | -6.4% |
| 1Y | +6.1% | +76.0% | -69.9% | -5.5% |
| 3Y | +7.2% | +94.2% | -87.0% | -9.4% |
| 5Y | -37.0% | -46.3% | +9.3% | -35.8% |
| 10Y | +54.2% | +62.7% | -8.6% | +25.6% |
| All | +354.7% | +1,366.8% | -1,012.1% | +63.0% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling