+766.3%
CCJ vs ILMN
+56.2%
+710.1%
-57.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | ILMN | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.4% | -1.6% | -1.8% | -3.0% |
| 7D | +5.0% | +0.7% | +4.3% | +4.9% |
| 30D | -16.7% | -22.7% | +6.0% | -11.6% |
| 3M | -27.5% | +8.6% | -36.1% | -29.5% |
| 6M | -38.6% | +43.8% | -82.4% | -44.4% |
| YTD | -21.5% | +59.8% | -81.3% | -31.3% |
| 1Y | -22.3% | +71.8% | -94.1% | -33.1% |
| 3Y | +69.9% | +119.0% | -49.1% | +28.6% |
| 5Y | +163.6% | -43.8% | +207.4% | +184.5% |
| All | +766.3% | +56.2% | +710.1% | +588.8% |
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