-25.9%
CCJ vs ILMN
+92.1%
-118.1%
-46.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | ILMN | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.2% | -4.9% | +3.7% | -0.2% |
| 7D | -14.5% | -21.6% | +7.1% | -10.4% |
| 30D | -18.1% | -22.9% | +4.8% | -14.1% |
| 3M | -23.0% | +11.6% | -34.6% | -24.2% |
| 6M | -39.4% | +62.5% | -101.9% | -44.1% |
| YTD | -21.7% | +72.7% | -94.4% | -30.8% |
| 1Y | -25.9% | +93.9% | -119.8% | -37.2% |
| All | -25.9% | +92.1% | -118.1% | -37.2% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling