+65.1%
CCJ vs ILMN
+120.9%
-55.8%
-49.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | ILMN | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.4% | -1.6% | -1.8% | -3.2% |
| 7D | +5.0% | +0.7% | +4.3% | +5.0% |
| 30D | -16.7% | -22.7% | +6.0% | -13.7% |
| 3M | -27.5% | +8.6% | -36.1% | -28.0% |
| 6M | -38.6% | +43.8% | -82.4% | -41.0% |
| YTD | -21.5% | +59.8% | -81.3% | -25.7% |
| 1Y | -22.3% | +71.8% | -94.1% | -26.9% |
| All | +65.1% | +120.9% | -55.8% | +59.2% |
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 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