+825.2%
CCJ vs ILMN
+60.6%
+764.6%
-57.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | ILMN | Excess | Alpha |
|---|---|---|---|---|
| 1D | +4.3% | +2.5% | +1.9% | +3.8% |
| 7D | -7.3% | -9.7% | +2.4% | -5.1% |
| 30D | -20.0% | -20.4% | +0.5% | -15.7% |
| 3M | -23.8% | +10.0% | -33.9% | -26.2% |
| 6M | -42.4% | +49.5% | -91.9% | -48.4% |
| YTD | -22.1% | +62.5% | -84.6% | -32.1% |
| 1Y | -20.8% | +76.0% | -96.8% | -32.3% |
| 3Y | +75.7% | +94.2% | -18.4% | +37.6% |
| 5Y | +167.4% | -46.3% | +213.8% | +192.4% |
| All | +825.2% | +60.6% | +764.6% | +636.5% |
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 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