+772.6%
CCJ vs ILMN
+64.4%
+708.2%
-57.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | ILMN | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.3% | -2.7% | -0.7% | -2.7% |
| 7D | +0.4% | -9.8% | +10.2% | +2.9% |
| 30D | -17.2% | -22.7% | +5.5% | -12.2% |
| 3M | -25.1% | +12.1% | -37.2% | -27.7% |
| 6M | -37.6% | +51.5% | -89.1% | -44.2% |
| YTD | -20.4% | +63.9% | -84.2% | -30.7% |
| 1Y | -22.5% | +76.6% | -99.1% | -33.8% |
| 3Y | +72.5% | +124.6% | -52.1% | +29.8% |
| 5Y | +179.9% | -42.7% | +222.6% | +200.7% |
| 10Y | +772.6% | +59.7% | +712.9% | +587.7% |
| All | +772.6% | +64.4% | +708.2% | +587.7% |
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