+75.7%
CCJ vs ILMN
+88.1%
-12.3%
-49.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | ILMN | Excess | Alpha |
|---|---|---|---|---|
| 1D | +4.3% | +2.5% | +1.9% | +4.0% |
| 7D | -7.3% | -9.7% | +2.4% | -6.1% |
| 30D | -20.0% | -20.4% | +0.5% | -17.5% |
| 3M | -23.8% | +10.0% | -33.9% | -24.4% |
| 6M | -42.4% | +49.5% | -91.9% | -44.7% |
| YTD | -22.1% | +62.5% | -84.6% | -26.1% |
| 1Y | -20.8% | +76.0% | -96.8% | -25.4% |
| 3Y | +75.7% | +94.2% | -18.4% | +63.5% |
| All | +75.7% | +88.1% | -12.3% | +63.5% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling